+140.2%
NI vs MKTX
+5.0%
+135.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | -10.6% | +40.8% | -51.4% | -15.4% |
| 6M | -9.3% | -8.0% | -1.3% | -8.6% |
| YTD | +1.1% | -8.7% | +9.9% | +1.9% |
| 1Y | +3.4% | -11.8% | +15.2% | +4.6% |
| 3Y | +67.9% | -24.0% | +91.9% | +70.6% |
| 5Y | +98.0% | -60.3% | +158.3% | +120.3% |
| All | +140.2% | +5.0% | +135.1% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling