+804.4%
NI vs BR
+1,282.8%
-478.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.6% | -6.0% | +5.4% | +1.5% |
| 30D | -1.4% | -0.9% | -0.6% | -1.3% |
| 3M | -10.6% | +16.4% | -27.0% | -15.8% |
| 6M | -9.9% | -8.2% | -1.7% | -8.2% |
| YTD | +1.2% | -23.2% | +24.4% | +9.4% |
| 1Y | +4.4% | -30.9% | +35.3% | +17.3% |
| 3Y | +68.6% | -5.0% | +73.6% | +66.7% |
| 5Y | +98.0% | +8.8% | +89.2% | +82.8% |
| 10Y | +143.6% | +190.1% | -46.5% | +49.2% |
| All | +804.4% | +1,282.8% | -478.4% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling