+145.1%
NI vs CAPR
-77.3%
+222.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +1.3% | -12.6% | +13.9% | +1.3% |
| 30D | -0.3% | +124.4% | -124.7% | -0.4% |
| 3M | -9.5% | -66.8% | +57.3% | -9.4% |
| 6M | -10.2% | -71.8% | +61.5% | -10.2% |
| YTD | +1.8% | -70.1% | +71.8% | +1.8% |
| 1Y | +5.7% | +33.3% | -27.7% | +5.1% |
| 3Y | +69.6% | +36.7% | +32.9% | +67.9% |
| 5Y | +95.8% | +72.5% | +23.3% | +93.4% |
| 10Y | +145.1% | -77.3% | +222.4% | +135.1% |
| All | +145.1% | -77.3% | +222.4% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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