-8.2%
EW vs NI
+113.9%
-122.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +4.9% | +4.3% | +0.6% | +3.6% |
| 30D | +23.9% | +12.4% | +11.6% | +19.6% |
| 3M | +15.8% | +10.2% | +5.6% | +12.3% |
| 6M | +31.7% | -0.8% | +32.5% | +31.8% |
| YTD | +25.7% | +13.2% | +12.5% | +20.0% |
| 1Y | +24.4% | +10.1% | +14.4% | +19.9% |
| 3Y | +65.9% | +103.1% | -37.2% | +27.9% |
| All | -8.2% | +113.9% | -122.1% | -32.9% |
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