+95.8%
NI vs BAX
-67.6%
+163.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.3% |
| 7D | +1.3% | -5.1% | +6.4% | +1.9% |
| 30D | -0.3% | -12.2% | +11.9% | +1.4% |
| 3M | -9.5% | +21.8% | -31.3% | -12.1% |
| 6M | -10.2% | +36.3% | -46.5% | -14.3% |
| YTD | +1.8% | +27.8% | -26.0% | -2.7% |
| 1Y | +5.7% | -0.1% | +5.7% | +4.6% |
| 3Y | +69.6% | -33.3% | +102.9% | +76.3% |
| 5Y | +95.8% | -67.1% | +162.9% | +134.8% |
| All | +95.8% | -67.6% | +163.3% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling