-40.3%
NOW vs ESI
+23.9%
-64.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +3.7% |
| 7D | -5.6% | +1.8% | -7.4% | -5.4% |
| 30D | -26.8% | -6.6% | -20.2% | -27.7% |
| 3M | -19.4% | -9.4% | -10.1% | -20.6% |
| 6M | +12.3% | -24.1% | +36.4% | +8.8% |
| YTD | -32.9% | +37.1% | -70.1% | -41.4% |
| 1Y | -40.3% | +24.5% | -64.9% | -46.5% |
| All | -40.3% | +23.9% | -64.2% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling