+112.4%
C vs NI
+110.6%
+1.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.7% |
| 7D | -0.9% | +0.4% | -1.4% | -1.0% |
| 30D | -5.4% | +11.3% | -16.7% | -9.0% |
| 3M | -9.2% | +6.5% | -15.6% | -11.2% |
| 6M | -1.8% | -2.3% | +0.4% | -1.3% |
| YTD | +6.7% | +10.8% | -4.1% | +1.5% |
| 1Y | +23.5% | +6.2% | +17.3% | +19.5% |
| 3Y | +219.8% | +98.7% | +121.1% | +137.4% |
| 5Y | +112.4% | +111.3% | +1.1% | +53.9% |
| All | +112.4% | +110.6% | +1.8% | +53.9% |
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