+99.2%
NI vs FGI
-74.8%
+174.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.5% |
| 7D | +4.3% | -14.4% | +18.7% | +4.3% |
| 30D | +12.4% | -11.8% | +24.1% | +12.3% |
| 3M | +10.2% | -46.2% | +56.4% | +10.0% |
| 6M | -0.8% | +5.2% | -6.0% | -0.6% |
| YTD | +13.2% | +10.5% | +2.7% | +13.8% |
| 1Y | +10.1% | +25.5% | -15.4% | +10.9% |
| 3Y | +103.1% | -16.0% | +119.1% | +106.8% |
| All | +99.2% | -74.8% | +174.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling