+170.4%
NXT vs ESI
+79.8%
+90.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | -0.2% | +3.9% | -4.1% | -2.6% |
| 30D | -20.0% | -3.8% | -16.2% | -18.0% |
| 3M | -30.9% | -13.1% | -17.8% | -24.7% |
| 6M | -23.8% | +11.3% | -35.2% | -29.0% |
| YTD | -5.4% | +44.1% | -49.5% | -25.8% |
| 1Y | +28.0% | +40.3% | -12.3% | +1.8% |
| 3Y | +93.3% | +84.1% | +9.3% | +19.1% |
| All | +170.4% | +79.8% | +90.6% | +65.9% |
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