+91.0%
NI vs COMP
+353.8%
-262.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.1% |
| 7D | -0.9% | +13.4% | -14.4% | -1.5% |
| 30D | +9.6% | +11.1% | -1.5% | +9.1% |
| 3M | +2.5% | -18.8% | +21.3% | +3.1% |
| 6M | -5.8% | +10.5% | -16.3% | -6.7% |
| YTD | +8.6% | -3.4% | +12.0% | +7.8% |
| 1Y | +6.0% | +19.7% | -13.7% | +3.8% |
| 3Y | +91.0% | +381.6% | -290.6% | +58.3% |
| All | +91.0% | +353.8% | -262.8% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling