+5,058.9%
NI vs ED
+2,217.3%
+2,841.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -9.1% | +3.9% | -13.1% | -11.5% |
| 6M | -11.8% | -3.0% | -8.8% | -10.1% |
| YTD | +1.1% | +10.7% | -9.6% | -5.8% |
| 1Y | +6.7% | +13.3% | -6.6% | -2.4% |
| 3Y | +71.1% | +34.5% | +36.6% | +38.1% |
| 5Y | +94.3% | +67.1% | +27.2% | +36.3% |
| 10Y | +135.8% | +103.0% | +32.7% | +46.6% |
| All | +5,058.9% | +2,217.3% | +2,841.7% | +1,031.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling