+68.9%
NI vs BAX
-33.8%
+102.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | +1.3% | -5.1% | +6.4% | +1.7% |
| 30D | -0.3% | -12.2% | +11.9% | +0.9% |
| 3M | -9.5% | +21.8% | -31.3% | -11.2% |
| 6M | -10.2% | +36.3% | -46.5% | -13.0% |
| YTD | +1.8% | +27.8% | -26.0% | -1.4% |
| 1Y | +5.7% | -0.1% | +5.7% | +4.8% |
| All | +68.9% | -33.8% | +102.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling