+106.7%
NI vs FIVE
+14.2%
+92.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +9.6% | +17.7% | -8.0% | +8.7% |
| 3M | +2.5% | +4.0% | -1.5% | +2.2% |
| 6M | -5.8% | +2.6% | -8.4% | -6.2% |
| YTD | +8.6% | +27.6% | -19.0% | +6.7% |
| 1Y | +6.0% | +59.9% | -54.0% | +2.7% |
| 3Y | +91.0% | +35.8% | +55.3% | +87.4% |
| All | +106.7% | +14.2% | +92.6% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling