+140.2%
NI vs BR
+189.7%
-49.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | -1.4% | -0.3% | -1.1% | -1.5% |
| 3M | -10.6% | +17.3% | -27.9% | -15.4% |
| 6M | -9.3% | -6.7% | -2.6% | -8.1% |
| YTD | +1.1% | -23.4% | +24.6% | +9.3% |
| 1Y | +3.4% | -32.7% | +36.0% | +16.9% |
| 3Y | +67.9% | -5.9% | +73.8% | +66.8% |
| 5Y | +98.0% | +8.4% | +89.5% | +83.4% |
| All | +140.2% | +189.7% | -49.5% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling