+65.9%
EW vs NI
+102.7%
-36.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.9% | +4.3% | +0.6% | +3.9% |
| 30D | +23.9% | +12.4% | +11.6% | +20.7% |
| 3M | +15.8% | +10.2% | +5.6% | +13.2% |
| 6M | +31.7% | -0.8% | +32.5% | +32.0% |
| YTD | +25.7% | +13.2% | +12.5% | +21.1% |
| 1Y | +24.4% | +10.1% | +14.4% | +20.8% |
| 3Y | +65.9% | +103.1% | -37.2% | +41.6% |
| All | +65.9% | +102.7% | -36.8% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling