+701.5%
B vs NI
+5,620.3%
-4,918.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.2% |
| 7D | +7.1% | +1.5% | +5.6% | +6.8% |
| 30D | -3.3% | +11.9% | -15.2% | -5.5% |
| 3M | -2.5% | +9.1% | -11.7% | -4.3% |
| 6M | -7.2% | -1.8% | -5.5% | -7.1% |
| YTD | -7.4% | +11.4% | -18.7% | -9.5% |
| 1Y | +16.4% | +6.4% | +10.1% | +14.8% |
| 3Y | +178.7% | +98.2% | +80.5% | +143.6% |
| 5Y | +121.7% | +110.1% | +11.6% | +91.3% |
| 10Y | +208.6% | +189.0% | +19.6% | +146.3% |
| All | +701.5% | +5,620.3% | -4,918.8% | +574.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling