+98.0%
NI vs EXEL
+192.6%
-94.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | -1.4% | +11.9% | -13.3% | -2.4% |
| 3M | -10.6% | +9.2% | -19.8% | -11.4% |
| 6M | -9.9% | +39.1% | -49.0% | -12.8% |
| YTD | +1.2% | +31.0% | -29.9% | -1.6% |
| 1Y | +4.4% | +52.3% | -47.9% | -0.2% |
| 3Y | +68.6% | +159.7% | -91.1% | +48.8% |
| 5Y | +98.0% | +187.7% | -89.7% | +67.5% |
| All | +98.0% | +192.6% | -94.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling