+1,206.0%
NOW vs ESI
+224.6%
+981.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.8% |
| 7D | -2.4% | +3.3% | -5.7% | -3.3% |
| 30D | +20.5% | -5.9% | +26.4% | +22.3% |
| 3M | +18.3% | -14.1% | +32.4% | +21.1% |
| 6M | +24.1% | +6.6% | +17.5% | +16.0% |
| YTD | -7.8% | +45.0% | -52.8% | -22.6% |
| 1Y | -21.4% | +41.5% | -62.9% | -33.8% |
| 3Y | +19.5% | +78.8% | -59.2% | -8.7% |
| 5Y | +4.1% | +70.9% | -66.8% | -19.5% |
| 10Y | +826.4% | +317.1% | +509.3% | +422.9% |
| All | +1,206.0% | +224.6% | +981.4% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling