+6.7%
NI vs BG
+50.1%
-43.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +1.8% |
| 30D | -3.5% | +12.0% | -15.6% | -4.2% |
| 3M | -9.1% | -7.7% | -1.4% | -8.9% |
| 6M | -11.8% | +4.5% | -16.3% | -12.3% |
| YTD | +1.1% | +35.7% | -34.6% | -0.8% |
| 1Y | +6.7% | +50.1% | -43.4% | +4.7% |
| All | +6.7% | +50.1% | -43.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling