+114.4%
NI vs COMP
-12.0%
+126.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | +3.1% | +8.9% | -5.8% | +2.6% |
| 30D | +11.2% | +14.0% | -2.8% | +10.3% |
| 3M | +9.8% | -21.1% | +31.0% | +10.8% |
| 6M | -1.6% | +20.1% | -21.7% | -3.0% |
| YTD | +12.6% | -5.0% | +17.7% | +11.8% |
| 1Y | +7.8% | +5.7% | +2.1% | +6.3% |
| 3Y | +100.5% | +412.2% | -311.7% | +77.6% |
| 5Y | +114.4% | -12.1% | +126.5% | +92.9% |
| All | +114.4% | -12.0% | +126.4% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling