+3.4%
NI vs EFV
+27.7%
-24.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | 0.0% | -0.8% | +0.9% | +0.3% |
| 30D | -1.4% | +0.6% | -2.0% | -1.6% |
| 3M | -10.6% | +7.5% | -18.1% | -12.7% |
| 6M | -9.3% | +13.0% | -22.3% | -13.1% |
| YTD | +1.1% | +18.3% | -17.2% | -6.2% |
| 1Y | +3.4% | +26.7% | -23.4% | -7.3% |
| All | +3.4% | +27.7% | -24.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling