+895.0%
NI vs EFV
+253.2%
+641.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.6% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | -9.5% | +8.4% | -17.9% | -13.7% |
| 6M | -10.2% | +12.3% | -22.6% | -16.4% |
| YTD | +1.8% | +17.4% | -15.6% | -7.6% |
| 1Y | +5.7% | +27.1% | -21.5% | -8.4% |
| 3Y | +69.6% | +90.7% | -21.1% | +15.5% |
| 5Y | +95.8% | +95.6% | +0.2% | +29.9% |
| 10Y | +145.1% | +165.3% | -20.2% | +33.2% |
| All | +895.0% | +253.2% | +641.8% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling