+1,056.7%
NI vs ET
+1,447.8%
-391.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +1.3% | +0.6% | +0.6% | +1.2% |
| 30D | -0.3% | +5.3% | -5.6% | -1.1% |
| 3M | -9.5% | +15.6% | -25.1% | -11.7% |
| 6M | -10.2% | +20.6% | -30.9% | -13.1% |
| YTD | +1.8% | +38.5% | -36.8% | -3.7% |
| 1Y | +5.7% | +35.7% | -30.1% | +0.3% |
| 3Y | +69.6% | +98.4% | -28.7% | +50.8% |
| 5Y | +95.8% | +245.3% | -149.5% | +58.1% |
| 10Y | +145.1% | +173.7% | -28.7% | +93.5% |
| All | +1,056.7% | +1,447.8% | -391.2% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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