+5.7%
NI vs M
+30.1%
-24.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.4% |
| 7D | +1.3% | -4.1% | +5.3% | +1.4% |
| 30D | -0.3% | -13.6% | +13.4% | +0.1% |
| 3M | -9.5% | -2.3% | -7.2% | -9.0% |
| 6M | -10.2% | +21.9% | -32.2% | -10.0% |
| YTD | +1.8% | -0.6% | +2.4% | +2.1% |
| 1Y | +5.7% | +29.7% | -24.1% | +4.0% |
| All | +5.7% | +30.1% | -24.4% | +4.0% |
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