+180.5%
NXT vs ESI
+82.0%
+98.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.8% |
| 7D | +2.9% | +5.4% | -2.5% | -0.5% |
| 30D | -17.2% | -4.2% | -13.1% | -15.0% |
| 3M | -32.0% | -9.6% | -22.4% | -27.8% |
| 6M | -15.8% | +18.3% | -34.1% | -24.3% |
| YTD | -1.9% | +45.8% | -47.7% | -23.6% |
| 1Y | +22.5% | +39.2% | -16.7% | -2.0% |
| 3Y | +100.5% | +86.3% | +14.3% | +22.6% |
| All | +180.5% | +82.0% | +98.6% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling