+91.7%
F vs NI
+138.1%
-46.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.5% | -4.7% |
| 7D | +1.2% | +2.3% | -1.1% | +0.2% |
| 30D | +1.2% | -1.7% | +2.9% | +1.8% |
| 3M | -5.7% | -8.0% | +2.3% | -2.7% |
| 6M | +17.9% | -8.6% | +26.6% | +21.7% |
| YTD | +10.4% | +2.3% | +8.1% | +8.5% |
| 1Y | +25.3% | +6.9% | +18.4% | +20.8% |
| 3Y | +37.5% | +70.6% | -33.1% | +7.1% |
| 5Y | +46.5% | +96.4% | -49.9% | +7.6% |
| All | +91.7% | +138.1% | -46.4% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling