+11,573.1%
COST vs NI
+5,127.8%
+6,445.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -5.3% | -0.3% | -5.0% | -5.2% |
| 3M | -6.7% | -9.5% | +2.8% | -4.0% |
| 6M | -9.9% | -10.2% | +0.3% | -7.2% |
| YTD | +5.1% | +1.8% | +3.4% | +4.3% |
| 1Y | -7.3% | +5.7% | -13.0% | -9.2% |
| 3Y | +70.4% | +69.6% | +0.8% | +43.2% |
| 5Y | +104.4% | +95.8% | +8.6% | +63.5% |
| 10Y | +609.0% | +145.1% | +463.9% | +411.8% |
| All | +11,573.1% | +5,127.8% | +6,445.3% | +3,510.5% |
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 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