+361.5%
ALL vs NI
+143.3%
+218.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -0.4% | -1.4% | +1.0% | +0.2% |
| 3M | +16.0% | -10.6% | +26.6% | +21.7% |
| 6M | +24.6% | -9.3% | +33.9% | +29.7% |
| YTD | +23.7% | +1.1% | +22.5% | +22.3% |
| 1Y | +27.7% | +3.4% | +24.4% | +24.9% |
| 3Y | +150.2% | +67.9% | +82.4% | +96.3% |
| 5Y | +117.1% | +98.0% | +19.1% | +56.8% |
| All | +361.5% | +143.3% | +218.3% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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