+5,583.2%
NI vs ED
+2,476.3%
+3,106.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | 0.0% |
| 7D | +1.5% | +2.1% | -0.6% | 0.0% |
| 30D | +11.9% | +12.4% | -0.6% | +3.3% |
| 3M | +9.1% | +13.1% | -4.0% | +0.3% |
| 6M | -1.8% | +14.1% | -15.8% | -10.2% |
| YTD | +11.4% | +23.1% | -11.7% | -3.5% |
| 1Y | +6.4% | +25.4% | -19.1% | -9.1% |
| 3Y | +98.2% | +47.9% | +50.4% | +49.7% |
| 5Y | +110.1% | +81.9% | +28.2% | +39.2% |
| 10Y | +189.0% | +141.3% | +47.7% | +60.2% |
| All | +5,583.2% | +2,476.3% | +3,106.9% | +1,059.7% |
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