+5,122.5%
NI vs BAX
+862.9%
+4,259.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.0% |
| 7D | +2.3% | -2.4% | +4.7% | +2.8% |
| 30D | -1.7% | -9.7% | +8.1% | +0.4% |
| 3M | -8.0% | +29.3% | -37.3% | -13.2% |
| 6M | -8.6% | +40.7% | -49.3% | -15.7% |
| YTD | +2.3% | +30.3% | -27.9% | -4.7% |
| 1Y | +6.9% | +3.4% | +3.5% | +4.0% |
| 3Y | +70.6% | -32.0% | +102.6% | +77.0% |
| 5Y | +96.4% | -66.9% | +163.3% | +136.4% |
| 10Y | +136.1% | -37.1% | +173.2% | +147.7% |
| All | +5,122.5% | +862.9% | +4,259.6% | +3,435.8% |
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 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