+1,264.4%
BE vs NI
+96.9%
+1,167.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +9.0% | 0.0% | +9.0% | +9.1% |
| 30D | +16.3% | -1.4% | +17.7% | +17.6% |
| 3M | +10.8% | -10.6% | +21.4% | +19.3% |
| 6M | +73.2% | -9.3% | +82.5% | +84.4% |
| YTD | +217.4% | +1.1% | +216.2% | +207.1% |
| 1Y | +309.8% | +3.4% | +306.4% | +287.0% |
| 3Y | +1,726.2% | +67.9% | +1,658.3% | +1,081.2% |
| All | +1,264.4% | +96.9% | +1,167.5% | +955.1% |
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