+131.6%
C vs NI
+100.2%
+31.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +3.2% | +2.3% | +0.9% | +2.3% |
| 30D | +1.3% | -1.7% | +3.0% | +1.9% |
| 3M | +3.1% | -8.0% | +11.1% | +6.1% |
| 6M | +29.6% | -8.6% | +38.3% | +33.3% |
| YTD | +19.0% | +2.3% | +16.6% | +16.5% |
| 1Y | +45.6% | +6.9% | +38.7% | +39.7% |
| 3Y | +269.3% | +70.6% | +198.7% | +190.7% |
| 5Y | +131.6% | +96.4% | +35.2% | +73.9% |
| All | +131.6% | +100.2% | +31.4% | +73.9% |
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 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