+140.2%
NI vs BG
+166.7%
-26.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | 0.0% | +3.1% | -3.1% | -0.6% |
| 30D | -1.4% | +10.2% | -11.6% | -3.5% |
| 3M | -10.6% | -1.7% | -8.9% | -10.5% |
| 6M | -9.3% | +1.0% | -10.3% | -10.1% |
| YTD | +1.1% | +39.9% | -38.8% | -7.0% |
| 1Y | +3.4% | +53.2% | -49.8% | -7.3% |
| 3Y | +67.9% | +16.3% | +51.6% | +58.8% |
| 5Y | +98.0% | +83.9% | +14.1% | +61.0% |
| All | +140.2% | +166.7% | -26.5% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling