+597.5%
NI vs FIVE
+822.5%
-225.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +2.5% | +4.0% | -1.5% | +1.8% |
| 6M | -5.8% | +2.6% | -8.4% | -6.6% |
| YTD | +8.6% | +27.6% | -19.0% | +4.8% |
| 1Y | +6.0% | +59.9% | -54.0% | -0.4% |
| 3Y | +91.0% | +35.8% | +55.3% | +78.1% |
| 5Y | +104.8% | +14.4% | +90.3% | +91.1% |
| 10Y | +176.7% | +576.1% | -399.4% | +100.5% |
| All | +597.5% | +822.5% | -225.0% | +366.8% |
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