+8,590.7%
FIX vs NI
+1,708.3%
+6,882.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.4% |
| 7D | -7.2% | +0.4% | -7.7% | -7.4% |
| 30D | -35.1% | +11.3% | -46.4% | -38.6% |
| 3M | -34.3% | +6.5% | -40.7% | -36.4% |
| 6M | -42.9% | -2.3% | -40.7% | -42.6% |
| YTD | +19.5% | +10.8% | +8.7% | +13.0% |
| 1Y | +16.8% | +6.2% | +10.5% | +12.9% |
| 3Y | +506.7% | +98.7% | +408.0% | +328.4% |
| 5Y | +1,046.7% | +111.3% | +935.4% | +673.0% |
| 10Y | +3,800.0% | +178.1% | +3,621.9% | +2,154.1% |
| All | +8,590.7% | +1,708.3% | +6,882.4% | +2,322.2% |
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