+803.7%
B vs NI
+5,092.7%
-4,288.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | +9.4% | -3.5% | +13.0% | +10.2% |
| 3M | +5.0% | -9.1% | +14.1% | +6.9% |
| 6M | -3.5% | -11.8% | +8.3% | -1.2% |
| YTD | +4.5% | +1.1% | +3.4% | +4.0% |
| 1Y | +67.8% | +6.7% | +61.1% | +65.4% |
| 3Y | +196.7% | +71.1% | +125.6% | +166.8% |
| 5Y | +151.9% | +94.3% | +57.6% | +121.0% |
| 10Y | +202.2% | +135.8% | +66.4% | +150.6% |
| All | +803.7% | +5,092.7% | -4,288.9% | +675.9% |
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