+179.3%
EXE vs NI
+122.6%
+56.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -1.8% | +2.3% | -4.1% | -2.7% |
| 30D | +6.4% | -1.7% | +8.1% | +7.1% |
| 3M | +9.2% | -8.0% | +17.2% | +13.0% |
| 6M | -7.0% | -8.6% | +1.7% | -3.7% |
| YTD | -9.5% | +2.3% | -11.8% | -11.0% |
| 1Y | +6.2% | +6.9% | -0.7% | +2.4% |
| 3Y | +20.7% | +70.6% | -49.8% | -6.3% |
| 5Y | +103.6% | +96.4% | +7.3% | +60.1% |
| All | +179.3% | +122.6% | +56.7% | +134.3% |
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