+67.3%
F vs NI
+197.8%
-130.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.1% | +4.3% | -7.4% | -4.8% |
| 30D | 0.0% | +12.4% | -12.3% | -4.8% |
| 3M | -13.2% | +10.2% | -23.4% | -16.8% |
| 6M | -10.2% | -0.8% | -9.4% | -10.3% |
| YTD | -4.9% | +13.2% | -18.2% | -10.5% |
| 1Y | -6.1% | +10.1% | -16.2% | -10.5% |
| 3Y | +46.0% | +103.1% | -57.1% | +5.0% |
| 5Y | -15.7% | +115.5% | -131.2% | -40.9% |
| All | +67.3% | +197.8% | -130.5% | +15.6% |
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