+1,035.0%
NI vs BAH
+1,079.0%
-44.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.1% | -2.6% | +5.6% | +3.6% |
| 30D | +11.2% | +20.4% | -9.2% | +7.3% |
| 3M | +9.8% | +11.9% | -2.0% | +7.2% |
| 6M | -1.6% | +17.1% | -18.7% | -5.3% |
| YTD | +12.6% | +5.5% | +7.1% | +9.6% |
| 1Y | +7.8% | +5.6% | +2.2% | +4.6% |
| 3Y | +100.5% | -26.5% | +127.0% | +103.8% |
| 5Y | +114.4% | +6.5% | +108.0% | +96.5% |
| 10Y | +193.9% | +203.0% | -9.1% | +119.5% |
| All | +1,035.0% | +1,079.0% | -44.0% | +516.3% |
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