+68.9%
NI vs BEN
+53.1%
+15.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +1.3% | +3.4% | -2.1% | +0.8% |
| 30D | -0.3% | +1.8% | -2.1% | -0.5% |
| 3M | -9.5% | +8.4% | -17.8% | -10.6% |
| 6M | -10.2% | +35.6% | -45.9% | -14.4% |
| YTD | +1.8% | +46.4% | -44.6% | -4.3% |
| 1Y | +5.7% | +46.3% | -40.7% | -0.8% |
| All | +68.9% | +53.1% | +15.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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