+32.6%
NET vs NI
+109.6%
-77.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.9% |
| 7D | -16.4% | +3.9% | -20.3% | -17.1% |
| 30D | -25.8% | +15.3% | -41.1% | -28.4% |
| 3M | -11.5% | +2.4% | -13.9% | -12.1% |
| 6M | +18.9% | -4.5% | +23.5% | +20.3% |
| YTD | +35.2% | +11.4% | +23.9% | +29.8% |
| 1Y | +14.5% | +8.5% | +6.0% | +10.8% |
| 3Y | +313.8% | +92.7% | +221.1% | +229.4% |
| 5Y | +32.6% | +112.1% | -79.5% | +24.9% |
| All | +32.6% | +109.6% | -77.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling