+140.2%
NI vs ALB
+84.6%
+55.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -0.6% | -7.6% | +7.0% | +0.3% |
| 30D | -1.4% | -5.6% | +4.2% | -0.9% |
| 3M | -10.6% | -16.8% | +6.3% | -9.1% |
| 6M | -9.9% | -26.3% | +16.4% | -7.7% |
| YTD | +1.2% | -13.2% | +14.4% | +1.2% |
| 1Y | +4.4% | +68.8% | -64.4% | -4.6% |
| 3Y | +68.6% | -30.7% | +99.3% | +67.8% |
| 5Y | +98.0% | -46.3% | +144.3% | +98.0% |
| All | +140.2% | +84.6% | +55.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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