+97.2%
NI vs FND
-63.3%
+160.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | 0.0% | -5.8% | +5.8% | +0.5% |
| 30D | -1.4% | -20.2% | +18.8% | +0.4% |
| 3M | -10.6% | -12.0% | +1.4% | -9.9% |
| 6M | -9.3% | -18.5% | +9.2% | -8.3% |
| YTD | +1.1% | -22.3% | +23.4% | +2.5% |
| 1Y | +3.4% | -47.6% | +51.0% | +8.4% |
| 3Y | +67.9% | -49.8% | +117.6% | +73.8% |
| All | +97.2% | -63.3% | +160.5% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling