+1,163.5%
C vs NI
+5,092.7%
-3,929.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +3.6% | +2.0% | +1.6% | +2.5% |
| 30D | +0.1% | -3.5% | +3.6% | +2.0% |
| 3M | +2.4% | -9.1% | +11.5% | +7.6% |
| 6M | +24.9% | -11.8% | +36.8% | +33.1% |
| YTD | +19.8% | +1.1% | +18.7% | +17.6% |
| 1Y | +44.9% | +6.7% | +38.2% | +37.5% |
| 3Y | +263.0% | +71.1% | +191.9% | +158.6% |
| 5Y | +129.5% | +94.3% | +35.2% | +48.3% |
| 10Y | +291.6% | +135.8% | +155.8% | +113.2% |
| All | +1,163.5% | +5,092.7% | -3,929.1% | +37.7% |
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