+128.4%
NI vs FND
+66.0%
+62.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -0.8% |
| 7D | +2.0% | -5.2% | +7.2% | +2.6% |
| 30D | -3.5% | -19.9% | +16.3% | -1.1% |
| 3M | -9.1% | +2.7% | -11.8% | -9.8% |
| 6M | -11.8% | -21.7% | +9.8% | -10.0% |
| YTD | +1.1% | -17.5% | +18.6% | +2.3% |
| 1Y | +6.7% | -39.3% | +46.0% | +11.8% |
| 3Y | +71.1% | -49.8% | +120.8% | +79.6% |
| 5Y | +94.3% | -60.1% | +154.4% | +104.0% |
| All | +128.4% | +66.0% | +62.3% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling