+846.4%
NOW vs ESI
+177.3%
+669.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.0% | +2.1% | -3.6% |
| 7D | -6.7% | -13.1% | +6.4% | -2.8% |
| 30D | -25.8% | -18.5% | -7.3% | -21.5% |
| 3M | -12.7% | -19.6% | +6.9% | -7.9% |
| 6M | +11.2% | -29.8% | +41.0% | +19.1% |
| YTD | -33.2% | +23.9% | -57.1% | -41.7% |
| 1Y | -41.8% | +15.0% | -56.8% | -48.1% |
| 3Y | -15.7% | +64.3% | -80.0% | -34.6% |
| 5Y | -26.0% | +26.3% | -52.4% | -38.1% |
| 10Y | +515.1% | +321.7% | +193.3% | +248.2% |
| All | +846.4% | +177.3% | +669.1% | +469.1% |
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 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