-29.4%
EW vs NI
+95.2%
-124.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | +1.3% | -6.4% | -5.5% |
| 30D | -6.4% | -0.3% | -6.1% | -6.3% |
| 3M | -1.6% | -9.5% | +7.9% | +1.4% |
| 6M | +2.3% | -10.2% | +12.5% | +5.4% |
| YTD | +1.1% | +1.8% | -0.7% | -0.2% |
| 1Y | +8.0% | +5.7% | +2.3% | +5.0% |
| 3Y | +16.3% | +69.6% | -53.3% | -4.3% |
| 5Y | -29.4% | +95.8% | -125.2% | -44.8% |
| All | -29.4% | +95.2% | -124.6% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling