+22.5%
ON vs ESI
+39.6%
-17.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.3% |
| 7D | -4.1% | -6.6% | +2.5% | +2.5% |
| 30D | -10.2% | -9.8% | -0.4% | -1.1% |
| 3M | -12.7% | -11.9% | -0.8% | -2.2% |
| 6M | -32.5% | -25.1% | -7.5% | -10.9% |
| YTD | +28.6% | +31.9% | -3.3% | -3.9% |
| 1Y | +43.4% | +19.2% | +24.2% | +17.7% |
| 3Y | +3.3% | +76.2% | -72.9% | -44.6% |
| 5Y | +22.5% | +39.4% | -16.9% | -18.4% |
| All | +22.5% | +39.6% | -17.0% | -18.4% |
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 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