-15.8%
F vs NI
+104.4%
-120.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | +2.6% | +9.6% | -7.0% | -1.7% |
| 3M | -8.8% | +2.5% | -11.3% | -9.9% |
| 6M | +4.6% | -5.8% | +10.4% | +7.2% |
| YTD | -1.9% | +8.6% | -10.5% | -6.7% |
| 1Y | -0.8% | +6.0% | -6.7% | -4.5% |
| 3Y | +43.5% | +91.0% | -47.5% | -2.8% |
| All | -15.8% | +104.4% | -120.2% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling