+128.0%
NI vs COMP
-51.7%
+179.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | +11.2% | +16.3% | -5.1% | +10.4% |
| 3M | +9.2% | -19.1% | +28.3% | +9.9% |
| 6M | -1.8% | +17.1% | -19.0% | -3.0% |
| YTD | +12.0% | -2.9% | +14.9% | +11.1% |
| 1Y | +6.4% | +8.8% | -2.4% | +4.9% |
| 3Y | +99.4% | +423.5% | -324.1% | +78.3% |
| 5Y | +113.1% | -10.5% | +123.6% | +88.8% |
| All | +128.0% | -51.7% | +179.8% | +102.4% |
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