+26.0%
MAR vs NI
+4.4%
+21.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | -5.4% | -1.4% | -4.0% | -5.2% |
| 3M | -15.5% | -10.6% | -4.9% | -13.8% |
| 6M | +3.0% | -9.3% | +12.3% | +4.4% |
| YTD | +8.5% | +1.1% | +7.4% | +5.9% |
| 1Y | +26.0% | +3.4% | +22.6% | +23.2% |
| All | +26.0% | +4.4% | +21.5% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling