+2,446.2%
EXC vs NI
+5,620.3%
-3,174.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.9% |
| 30D | +9.0% | +11.9% | -2.8% | +1.9% |
| 3M | +3.3% | +9.1% | -5.8% | -2.0% |
| 6M | +5.7% | -1.8% | +7.4% | +6.7% |
| YTD | +7.3% | +11.4% | -4.0% | +0.4% |
| 1Y | +2.9% | +6.4% | -3.4% | -1.1% |
| 3Y | +29.3% | +98.2% | -68.9% | -15.4% |
| 5Y | +40.1% | +110.1% | -70.0% | -11.6% |
| 10Y | +197.7% | +189.0% | +8.7% | +56.5% |
| All | +2,446.2% | +5,620.3% | -3,174.1% | +220.7% |
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