+1,656.6%
NI vs EXEL
+273.2%
+1,383.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +2.0% | +8.4% | -6.4% | +1.4% |
| 30D | -3.5% | +4.1% | -7.6% | -3.9% |
| 3M | -9.1% | +12.4% | -21.5% | -10.0% |
| 6M | -11.8% | +41.5% | -53.4% | -14.2% |
| YTD | +1.1% | +34.6% | -33.5% | -1.3% |
| 1Y | +6.7% | +57.9% | -51.2% | +2.8% |
| 3Y | +71.1% | +159.5% | -88.4% | +57.8% |
| 5Y | +94.3% | +198.5% | -104.2% | +76.3% |
| 10Y | +135.8% | +411.4% | -275.6% | +98.3% |
| All | +1,656.6% | +273.2% | +1,383.4% | +1,111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling