+12,471.5%
FIX vs NI
+1,549.9%
+10,921.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.2% |
| 7D | +6.0% | +2.0% | +4.0% | +5.0% |
| 30D | -7.2% | -3.5% | -3.7% | -5.5% |
| 3M | -15.9% | -9.1% | -6.7% | -12.1% |
| 6M | +12.7% | -11.8% | +24.6% | +19.7% |
| YTD | +72.8% | +1.1% | +71.7% | +71.5% |
| 1Y | +122.9% | +6.7% | +116.2% | +115.0% |
| 3Y | +774.3% | +71.1% | +703.2% | +563.4% |
| 5Y | +2,049.5% | +94.3% | +1,955.2% | +1,414.0% |
| 10Y | +5,821.5% | +135.8% | +5,685.7% | +3,611.0% |
| All | +12,471.5% | +1,549.9% | +10,921.6% | +3,575.1% |
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