-16.3%
NOW vs ESI
+67.9%
-84.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -3.0% | -8.5% | +5.5% | -2.0% |
| 30D | -26.0% | -15.7% | -10.4% | -24.7% |
| 3M | -13.1% | -18.2% | +5.1% | -11.3% |
| 6M | +14.5% | -28.8% | +43.4% | +17.8% |
| YTD | -33.4% | +26.3% | -59.7% | -44.5% |
| 1Y | -40.6% | +18.2% | -58.9% | -49.3% |
| 3Y | -16.3% | +68.1% | -84.4% | -39.4% |
| All | -16.3% | +67.9% | -84.2% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling