+68.9%
NI vs RUN
-37.3%
+106.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.4% |
| 7D | +1.3% | -1.8% | +3.0% | +1.3% |
| 30D | -0.3% | -10.8% | +10.6% | +0.1% |
| 3M | -9.5% | -30.2% | +20.7% | -8.6% |
| 6M | -10.2% | -22.3% | +12.1% | -9.9% |
| YTD | +1.8% | -52.2% | +53.9% | +3.3% |
| 1Y | +5.7% | -45.1% | +50.8% | +6.4% |
| All | +68.9% | -37.3% | +106.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling