+162.4%
ALL vs NI
+113.9%
+48.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +5.0% | +4.3% | +0.7% | +3.0% |
| 30D | +13.3% | +12.4% | +1.0% | +7.5% |
| 3M | +3.2% | +10.2% | -7.0% | -1.3% |
| 6M | +25.3% | -0.8% | +26.2% | +25.5% |
| YTD | +30.5% | +13.2% | +17.2% | +22.3% |
| 1Y | +29.2% | +10.1% | +19.1% | +22.7% |
| 3Y | +119.1% | +103.1% | +16.0% | +56.7% |
| All | +162.4% | +113.9% | +48.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling