+140.2%
NI vs RUN
+42.2%
+98.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | 0.0% | -3.7% | +3.8% | +0.2% |
| 30D | -1.4% | -13.0% | +11.6% | -0.7% |
| 3M | -10.6% | -31.8% | +21.2% | -9.1% |
| 6M | -9.3% | -32.2% | +22.9% | -8.1% |
| YTD | +1.1% | -53.5% | +54.6% | +3.8% |
| 1Y | +3.4% | -46.5% | +49.9% | +4.8% |
| 3Y | +67.9% | -37.6% | +105.5% | +57.9% |
| 5Y | +98.0% | -80.9% | +178.8% | +93.8% |
| All | +140.2% | +42.2% | +98.0% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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