+148.3%
ALL vs NI
+69.0%
+79.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -3.6% | -1.4% | -2.2% | -3.0% |
| 3M | +13.2% | -10.6% | +23.8% | +18.6% |
| 6M | +22.5% | -9.9% | +32.4% | +27.7% |
| YTD | +22.7% | +1.2% | +21.6% | +21.1% |
| 1Y | +28.3% | +4.4% | +23.9% | +24.3% |
| All | +148.3% | +69.0% | +79.4% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling