+506.3%
NOW vs ESI
+306.3%
+200.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.9% |
| 7D | -8.7% | -6.6% | -2.1% | -6.8% |
| 30D | -29.3% | -9.8% | -19.5% | -27.1% |
| 3M | -21.8% | -11.9% | -9.9% | -19.5% |
| 6M | +9.2% | -25.1% | +34.3% | +15.6% |
| YTD | -35.0% | +31.9% | -66.9% | -46.4% |
| 1Y | -42.5% | +19.2% | -61.7% | -50.7% |
| 3Y | -21.5% | +76.2% | -97.7% | -44.6% |
| 5Y | -25.8% | +39.4% | -65.2% | -43.2% |
| 10Y | +506.3% | +304.9% | +201.4% | +199.4% |
| All | +506.3% | +306.3% | +200.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling