+8.5%
NI vs M
+36.6%
-28.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.1% | +1.3% |
| 7D | +3.9% | +8.3% | -4.3% | +3.7% |
| 30D | +15.3% | +14.2% | +1.1% | +14.9% |
| 3M | +2.4% | -1.1% | +3.5% | +2.3% |
| 6M | -4.5% | +36.6% | -41.1% | -4.1% |
| YTD | +11.4% | +19.8% | -8.4% | +11.3% |
| 1Y | +8.5% | +37.2% | -28.7% | +8.1% |
| All | +8.5% | +36.6% | -28.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling