+1,482.9%
NI vs A
+457.0%
+1,025.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +2.0% | -1.9% | +4.0% | +2.3% |
| 30D | -3.5% | +6.9% | -10.5% | -4.6% |
| 3M | -9.1% | +9.2% | -18.4% | -10.5% |
| 6M | -11.8% | +25.7% | -37.5% | -15.4% |
| YTD | +1.1% | +11.5% | -10.4% | -1.3% |
| 1Y | +6.7% | +18.4% | -11.7% | +3.0% |
| 3Y | +71.1% | +26.6% | +44.5% | +61.5% |
| 5Y | +94.3% | -12.8% | +107.1% | +92.3% |
| 10Y | +135.8% | +247.2% | -111.4% | +88.5% |
| All | +1,482.9% | +457.0% | +1,025.8% | +975.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling