+193.4%
NI vs BBWI
-47.4%
+240.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.4% | +12.9% | -0.5% | +11.1% |
| 3M | +10.2% | +16.0% | -5.8% | +8.5% |
| 6M | -0.8% | +16.6% | -17.4% | -2.7% |
| YTD | +13.2% | +9.7% | +3.5% | +11.2% |
| 1Y | +10.1% | +1.5% | +8.6% | +8.3% |
| 3Y | +103.1% | -21.4% | +124.5% | +100.2% |
| 5Y | +115.5% | -67.6% | +183.1% | +126.4% |
| All | +193.4% | -47.4% | +240.9% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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