+96.4%
NI vs M
+24.8%
+71.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | +2.3% | +2.4% | -0.1% | +2.2% |
| 30D | -1.7% | -11.6% | +9.9% | -1.2% |
| 3M | -8.0% | +1.6% | -9.6% | -8.1% |
| 6M | -8.6% | +25.2% | -33.9% | -9.6% |
| YTD | +2.3% | +3.8% | -1.4% | +2.0% |
| 1Y | +6.9% | +36.3% | -29.4% | +5.2% |
| 3Y | +70.6% | +116.3% | -45.8% | +62.4% |
| 5Y | +96.4% | +28.2% | +68.2% | +90.4% |
| All | +96.4% | +24.8% | +71.6% | +90.4% |
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