+504.4%
NOW vs ESI
+321.1%
+183.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -1.7% | +8.3% | -10.0% | -4.2% |
| 30D | -27.4% | -10.4% | -16.9% | -25.0% |
| 3M | -19.4% | -13.2% | -6.3% | -16.6% |
| 6M | +13.1% | -23.9% | +37.0% | +19.1% |
| YTD | -34.3% | +34.2% | -68.5% | -46.1% |
| 1Y | -41.8% | +22.2% | -64.0% | -50.5% |
| 3Y | -20.7% | +79.2% | -99.9% | -44.4% |
| 5Y | -27.2% | +38.1% | -65.3% | -44.1% |
| All | +504.4% | +321.1% | +183.3% | +190.1% |
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