+500.6%
F vs NI
+5,620.3%
-5,119.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.9% |
| 30D | +0.9% | +11.9% | -11.0% | -4.0% |
| 3M | -11.3% | +9.1% | -20.5% | -14.8% |
| 6M | +2.0% | -1.8% | +3.8% | +2.4% |
| YTD | -3.2% | +11.4% | -14.5% | -8.4% |
| 1Y | -3.5% | +6.4% | -9.8% | -6.8% |
| 3Y | +48.1% | +98.2% | -50.1% | +6.9% |
| 5Y | -13.5% | +110.1% | -123.6% | -39.6% |
| 10Y | +72.2% | +189.0% | -116.8% | -0.7% |
| All | +500.6% | +5,620.3% | -5,119.7% | -5.3% |
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