+140.2%
NI vs BAX
-38.1%
+178.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.3% |
| 7D | 0.0% | -7.9% | +7.9% | +1.9% |
| 30D | -1.4% | -11.7% | +10.3% | +1.4% |
| 3M | -10.6% | +16.2% | -26.8% | -14.2% |
| 6M | -9.3% | +32.0% | -41.3% | -15.9% |
| YTD | +1.1% | +24.7% | -23.6% | -6.0% |
| 1Y | +3.4% | -2.6% | +6.0% | +1.9% |
| 3Y | +67.9% | -35.0% | +102.8% | +79.2% |
| 5Y | +98.0% | -67.6% | +165.5% | +169.2% |
| All | +140.2% | -38.1% | +178.3% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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