+8.5%
NI vs BR
-14.2%
+22.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.6% |
| 7D | +3.9% | +7.0% | -3.0% | +4.2% |
| 30D | +15.3% | +19.0% | -3.7% | +16.3% |
| 3M | +2.4% | +13.1% | -10.7% | +3.0% |
| 6M | -4.5% | +24.6% | -29.2% | -3.6% |
| YTD | +11.4% | -13.6% | +25.0% | +12.5% |
| 1Y | +8.5% | -13.1% | +21.6% | +10.3% |
| All | +8.5% | -14.2% | +22.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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