+918.6%
NI vs BAH
+886.2%
+32.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | +2.0% | -3.2% | +5.3% | +2.6% |
| 30D | -3.5% | +2.0% | -5.5% | -4.0% |
| 3M | -9.1% | -7.6% | -1.5% | -8.1% |
| 6M | -11.8% | -5.7% | -6.2% | -11.6% |
| YTD | +1.1% | -11.7% | +12.8% | +1.9% |
| 1Y | +6.7% | -27.4% | +34.1% | +11.6% |
| 3Y | +71.1% | -32.5% | +103.6% | +76.0% |
| 5Y | +94.3% | -3.3% | +97.6% | +80.7% |
| 10Y | +135.8% | +186.0% | -50.2% | +78.7% |
| All | +918.6% | +886.2% | +32.4% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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