+4.4%
NI vs A
+14.6%
-10.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -0.6% | -4.6% | +4.0% | -0.7% |
| 30D | -1.4% | -4.3% | +2.9% | -1.5% |
| 3M | -10.6% | +8.9% | -19.5% | -10.7% |
| 6M | -9.9% | +24.5% | -34.4% | -10.1% |
| YTD | +1.2% | +5.8% | -4.6% | +1.9% |
| 1Y | +4.4% | +16.2% | -11.8% | +6.2% |
| All | +4.4% | +14.6% | -10.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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