+606.1%
COST vs NI
+143.3%
+462.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -4.7% | -1.4% | -3.3% | -4.4% |
| 3M | -7.1% | -10.6% | +3.5% | -4.0% |
| 6M | -8.5% | -9.3% | +0.8% | -6.0% |
| YTD | +5.4% | +1.1% | +4.2% | +4.8% |
| 1Y | -5.6% | +3.4% | -9.0% | -7.0% |
| 3Y | +68.5% | +67.9% | +0.6% | +41.5% |
| 5Y | +105.2% | +98.0% | +7.3% | +62.8% |
| All | +606.1% | +143.3% | +462.8% | +420.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling