+40.1%
EXC vs NI
+111.5%
-71.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +0.1% | +1.5% | -1.4% | -1.0% |
| 30D | +9.0% | +11.9% | -2.8% | +0.7% |
| 3M | +3.3% | +9.1% | -5.8% | -2.9% |
| 6M | +5.7% | -1.8% | +7.4% | +6.8% |
| YTD | +7.3% | +11.4% | -4.0% | -1.0% |
| 1Y | +2.9% | +6.4% | -3.4% | -1.9% |
| 3Y | +29.3% | +98.2% | -68.9% | -24.7% |
| 5Y | +40.1% | +110.1% | -70.0% | -20.8% |
| All | +40.1% | +111.5% | -71.4% | -20.8% |
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