+611.8%
NI vs FIVE
+874.1%
-262.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.4% |
| 7D | +0.4% | +6.2% | -5.7% | -0.2% |
| 30D | +11.3% | +18.2% | -6.9% | +9.2% |
| 3M | +6.5% | +3.8% | +2.6% | +5.8% |
| 6M | -2.3% | +13.7% | -16.0% | -4.1% |
| YTD | +10.8% | +34.7% | -23.9% | +6.3% |
| 1Y | +6.2% | +66.6% | -60.4% | -0.6% |
| 3Y | +98.7% | +44.3% | +54.4% | +83.9% |
| 5Y | +111.3% | +18.8% | +92.6% | +96.5% |
| 10Y | +178.1% | +569.2% | -391.1% | +101.5% |
| All | +611.8% | +874.1% | -262.3% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling