+107.1%
NI vs M
-10.1%
+117.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.4% |
| 7D | -0.9% | -4.3% | +3.3% | -0.8% |
| 30D | +9.6% | +1.3% | +8.4% | +9.6% |
| 3M | +2.5% | -7.4% | +9.8% | +2.7% |
| 6M | -5.8% | +18.3% | -24.2% | -6.6% |
| YTD | +8.6% | +7.6% | +1.0% | +7.9% |
| 1Y | +6.0% | +17.4% | -11.4% | +4.9% |
| 3Y | +91.0% | +108.4% | -17.3% | +81.5% |
| All | +107.1% | -10.1% | +117.1% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling