+189.0%
NI vs FIVE
+562.8%
-373.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.5% | +7.3% | -5.8% | +0.6% |
| 30D | +11.9% | +18.1% | -6.2% | +9.6% |
| 3M | +9.1% | +7.7% | +1.4% | +8.0% |
| 6M | -1.8% | +13.6% | -15.4% | -3.8% |
| YTD | +11.4% | +34.6% | -23.2% | +6.5% |
| 1Y | +6.4% | +66.2% | -59.9% | -1.0% |
| 3Y | +98.2% | +43.5% | +54.8% | +83.4% |
| 5Y | +110.1% | +20.7% | +89.4% | +95.1% |
| 10Y | +189.0% | +541.5% | -352.5% | +116.9% |
| All | +189.0% | +562.8% | -373.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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