+6.7%
NI vs FE
+11.4%
-4.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.2% |
| 7D | +2.0% | +1.9% | +0.1% | +0.6% |
| 30D | -3.5% | -1.2% | -2.4% | -2.8% |
| 3M | -9.1% | +3.5% | -12.6% | -11.1% |
| 6M | -11.8% | -6.1% | -5.8% | -7.9% |
| YTD | +1.1% | +7.6% | -6.5% | -4.5% |
| 1Y | +6.7% | +11.9% | -5.2% | -1.8% |
| All | +6.7% | +11.4% | -4.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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