+24.4%
EW vs NI
+8.7%
+15.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.9% | +4.3% | +0.6% | +4.5% |
| 30D | +23.9% | +12.4% | +11.6% | +23.1% |
| 3M | +15.8% | +10.2% | +5.6% | +15.1% |
| 6M | +31.7% | -0.8% | +32.5% | +32.3% |
| YTD | +25.7% | +13.2% | +12.5% | +23.7% |
| 1Y | +24.4% | +10.1% | +14.4% | +23.5% |
| All | +24.4% | +8.7% | +15.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling