+1,535.8%
NI vs FE
+563.2%
+972.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +9.6% | +5.2% | +4.5% | +6.7% |
| 3M | +2.5% | 0.0% | +2.5% | +2.5% |
| 6M | -5.8% | +5.0% | -10.9% | -8.3% |
| YTD | +8.6% | +7.9% | +0.7% | +4.1% |
| 1Y | +6.0% | +6.3% | -0.4% | +2.5% |
| 3Y | +91.0% | +46.0% | +45.0% | +54.2% |
| 5Y | +104.8% | +45.6% | +59.1% | +65.7% |
| 10Y | +176.7% | +109.3% | +67.4% | +77.1% |
| All | +1,535.8% | +563.2% | +972.6% | +472.1% |
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