+145.1%
NI vs AR
+43.0%
+102.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | -0.3% | +5.5% | -5.8% | -0.6% |
| 3M | -9.5% | +12.9% | -22.3% | -10.2% |
| 6M | -10.2% | +0.1% | -10.3% | -10.4% |
| YTD | +1.8% | +13.5% | -11.7% | +0.6% |
| 1Y | +5.7% | +21.6% | -15.9% | +3.9% |
| 3Y | +69.6% | +46.0% | +23.6% | +63.6% |
| 5Y | +95.8% | +143.7% | -48.0% | +82.4% |
| 10Y | +145.1% | +44.3% | +100.8% | +106.1% |
| All | +145.1% | +43.0% | +102.1% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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