+615.0%
F vs NI
+5,092.7%
-4,477.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | +2.0% | +3.3% | +4.4% |
| 30D | +4.6% | -3.5% | +8.1% | +6.2% |
| 3M | -3.7% | -9.1% | +5.5% | +0.1% |
| 6M | +16.8% | -11.8% | +28.7% | +22.8% |
| YTD | +15.3% | +1.1% | +14.2% | +14.0% |
| 1Y | +31.0% | +6.7% | +24.3% | +26.2% |
| 3Y | +45.4% | +71.1% | -25.6% | +11.9% |
| 5Y | +54.7% | +94.3% | -39.6% | +11.8% |
| 10Y | +98.2% | +135.8% | -37.6% | +25.0% |
| All | +615.0% | +5,092.7% | -4,477.7% | +17.8% |
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