+5,678.5%
NI vs BAX
+899.7%
+4,778.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.4% | +4.1% | +8.3% | +11.2% |
| 3M | +10.2% | -4.5% | +14.7% | +10.8% |
| 6M | -0.8% | +49.2% | -50.0% | -9.5% |
| YTD | +13.2% | +35.2% | -22.0% | +4.3% |
| 1Y | +10.1% | +38.3% | -28.2% | +0.7% |
| 3Y | +103.1% | -19.0% | +122.1% | +102.9% |
| 5Y | +115.5% | -64.2% | +179.7% | +154.4% |
| 10Y | +195.5% | -35.7% | +231.2% | +207.7% |
| All | +5,678.5% | +899.7% | +4,778.9% | +3,769.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling