+24.4%
NI vs ADVB
-95.9%
+120.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +42.7% | -42.1% | +0.3% |
| 7D | +3.1% | +74.2% | -71.1% | +2.6% |
| 30D | +11.2% | -35.9% | +47.0% | +11.4% |
| 3M | +9.8% | -56.4% | +66.3% | +10.4% |
| 6M | -1.6% | -36.7% | +35.1% | -1.8% |
| YTD | +12.6% | -43.3% | +56.0% | +12.0% |
| 1Y | +7.8% | -63.4% | +71.2% | +7.8% |
| All | +24.4% | -95.9% | +120.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling