+2,340.5%
EXC vs NI
+5,092.7%
-2,752.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | +2.0% | -1.7% | -0.9% |
| 30D | -3.7% | -3.5% | -0.2% | -1.6% |
| 3M | -1.3% | -9.1% | +7.8% | +4.5% |
| 6M | -9.7% | -11.8% | +2.1% | -2.7% |
| YTD | +2.9% | +1.1% | +1.8% | +2.0% |
| 1Y | +4.4% | +6.7% | -2.3% | 0.0% |
| 3Y | +22.2% | +71.1% | -48.9% | -12.7% |
| 5Y | +46.7% | +94.3% | -47.6% | -2.9% |
| 10Y | +155.3% | +135.8% | +19.6% | +51.0% |
| All | +2,340.5% | +5,092.7% | -2,752.1% | +225.9% |
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 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