+116.1%
ALL vs NI
+95.2%
+20.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -2.2% | +1.3% | -3.5% | -2.8% |
| 30D | -5.6% | -0.3% | -5.3% | -5.5% |
| 3M | +17.2% | -9.5% | +26.7% | +22.4% |
| 6M | +23.2% | -10.2% | +33.5% | +29.0% |
| YTD | +23.6% | +1.8% | +21.8% | +21.7% |
| 1Y | +29.2% | +5.7% | +23.5% | +24.6% |
| 3Y | +153.8% | +69.6% | +84.2% | +97.4% |
| 5Y | +116.1% | +95.8% | +20.3% | +55.3% |
| All | +116.1% | +95.2% | +20.9% | +55.3% |
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