+3,644.4%
FIX vs NI
+181.4%
+3,463.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -13.9% | +1.5% | -15.4% | -14.6% |
| 30D | -35.5% | +11.9% | -47.4% | -39.6% |
| 3M | -33.9% | +9.1% | -43.1% | -37.2% |
| 6M | -43.3% | -1.8% | -41.6% | -43.1% |
| YTD | +18.7% | +11.4% | +7.3% | +11.1% |
| 1Y | +13.8% | +6.4% | +7.4% | +9.4% |
| 3Y | +495.0% | +98.2% | +396.7% | +302.7% |
| 5Y | +1,049.0% | +110.1% | +939.0% | +635.3% |
| 10Y | +3,644.4% | +189.0% | +3,455.4% | +2,037.7% |
| All | +3,644.4% | +181.4% | +3,463.0% | +2,037.7% |
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