+549.5%
NI vs FIVE
+868.1%
-318.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.2% |
| 7D | +2.0% | +4.3% | -2.2% | +1.5% |
| 30D | -3.5% | +12.5% | -16.1% | -4.9% |
| 3M | -9.1% | +31.2% | -40.4% | -12.0% |
| 6M | -11.8% | +14.4% | -26.2% | -13.7% |
| YTD | +1.1% | +33.9% | -32.8% | -2.9% |
| 1Y | +6.7% | +65.1% | -58.4% | -0.1% |
| 3Y | +71.1% | +49.0% | +22.1% | +57.7% |
| 5Y | +94.3% | +30.3% | +64.0% | +78.1% |
| 10Y | +135.8% | +481.1% | -345.3% | +73.0% |
| All | +549.5% | +868.1% | -318.7% | +332.8% |
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