+2,451.8%
EXC vs NI
+5,686.0%
-3,234.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | -1.9% | +3.1% | -5.0% | -3.7% |
| 30D | +7.8% | +11.2% | -3.4% | +1.1% |
| 3M | +1.9% | +9.8% | -8.0% | -3.8% |
| 6M | +3.4% | -1.6% | +5.0% | +4.3% |
| YTD | +7.6% | +12.6% | -5.1% | -0.1% |
| 1Y | +2.1% | +7.8% | -5.7% | -2.6% |
| 3Y | +29.6% | +100.5% | -70.9% | -15.8% |
| 5Y | +39.5% | +114.4% | -74.9% | -13.0% |
| 10Y | +200.2% | +193.9% | +6.3% | +56.2% |
| All | +2,451.8% | +5,686.0% | -3,234.1% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling