+1,045.8%
C vs NI
+5,653.1%
-4,607.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -5.3% | +11.2% | -16.6% | -10.9% |
| 3M | -8.0% | +9.2% | -17.2% | -12.6% |
| 6M | -0.3% | -1.8% | +1.6% | +0.1% |
| YTD | +8.6% | +12.0% | -3.4% | +0.6% |
| 1Y | +25.8% | +6.4% | +19.4% | +19.8% |
| 3Y | +221.2% | +99.4% | +121.8% | +110.3% |
| 5Y | +113.6% | +113.1% | +0.4% | +31.0% |
| 10Y | +218.3% | +192.3% | +26.0% | +53.4% |
| All | +1,045.8% | +5,653.1% | -4,607.3% | +17.7% |
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