+125.6%
NI vs COMP
-49.2%
+174.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.8% |
| 7D | +0.4% | +14.5% | -14.1% | -0.2% |
| 30D | +11.3% | +14.9% | -3.6% | +10.5% |
| 3M | +6.5% | -14.2% | +20.7% | +7.0% |
| 6M | -2.3% | +23.7% | -26.0% | -3.7% |
| YTD | +10.8% | +2.1% | +8.7% | +9.7% |
| 1Y | +6.2% | +26.2% | -20.0% | +4.0% |
| 3Y | +98.7% | +470.9% | -372.2% | +77.1% |
| 5Y | +111.3% | -14.0% | +125.4% | +86.4% |
| All | +125.6% | -49.2% | +174.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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