+199.9%
B vs NI
+143.3%
+56.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -5.0% | -0.6% | -4.5% | -4.9% |
| 30D | +8.7% | -1.4% | +10.1% | +9.1% |
| 3M | +17.3% | -10.6% | +27.9% | +21.0% |
| 6M | -5.0% | -9.9% | +4.9% | -2.4% |
| YTD | +1.4% | +1.2% | +0.3% | +0.8% |
| 1Y | +50.5% | +4.4% | +46.1% | +48.2% |
| 3Y | +194.4% | +68.6% | +125.8% | +154.1% |
| 5Y | +156.7% | +98.0% | +58.7% | +113.8% |
| All | +199.9% | +143.3% | +56.6% | +117.8% |
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 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