+128.5%
NI vs FND
+56.5%
+72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | 0.0% | -5.8% | +5.8% | +0.7% |
| 30D | -1.4% | -20.2% | +18.8% | +1.1% |
| 3M | -10.6% | -12.0% | +1.4% | -9.6% |
| 6M | -9.3% | -18.5% | +9.2% | -7.9% |
| YTD | +1.1% | -22.3% | +23.4% | +3.0% |
| 1Y | +3.4% | -47.6% | +51.0% | +10.3% |
| 3Y | +67.9% | -49.8% | +117.6% | +76.0% |
| 5Y | +98.0% | -63.0% | +160.9% | +109.8% |
| All | +128.5% | +56.5% | +72.0% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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