+967.2%
NI vs BG
+1,181.2%
-213.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.3% | +0.5% | +0.7% | +1.1% |
| 30D | -0.3% | +10.3% | -10.6% | -2.3% |
| 3M | -9.5% | -1.9% | -7.6% | -9.4% |
| 6M | -10.2% | +5.2% | -15.5% | -11.7% |
| YTD | +1.8% | +41.2% | -39.4% | -6.0% |
| 1Y | +5.7% | +50.5% | -44.9% | -4.0% |
| 3Y | +69.6% | +19.9% | +49.7% | +59.4% |
| 5Y | +95.8% | +86.7% | +9.1% | +64.1% |
| 10Y | +145.1% | +167.5% | -22.4% | +80.8% |
| All | +967.2% | +1,181.2% | -213.9% | +551.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling