+1,423.2%
NI vs FE
+561.4%
+861.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.3% |
| 7D | +2.0% | +1.9% | +0.1% | +1.0% |
| 30D | -3.5% | -1.2% | -2.4% | -2.9% |
| 3M | -9.1% | +3.5% | -12.6% | -10.8% |
| 6M | -11.8% | -6.1% | -5.8% | -8.9% |
| YTD | +1.1% | +7.6% | -6.5% | -2.9% |
| 1Y | +6.7% | +11.9% | -5.2% | +0.3% |
| 3Y | +71.1% | +48.4% | +22.6% | +37.1% |
| 5Y | +94.3% | +44.8% | +49.5% | +57.6% |
| 10Y | +135.8% | +115.9% | +19.9% | +48.6% |
| All | +1,423.2% | +561.4% | +861.8% | +433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling