+247.9%
NI vs RUN
-31.9%
+279.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | +1.3% | +0.8% | +1.9% |
| 30D | -3.5% | -15.3% | +11.7% | -2.9% |
| 3M | -9.1% | -40.0% | +30.9% | -7.2% |
| 6M | -11.8% | -27.0% | +15.1% | -11.0% |
| YTD | +1.1% | -51.7% | +52.8% | +3.4% |
| 1Y | +6.7% | -45.9% | +52.6% | +8.0% |
| 3Y | +71.1% | -43.8% | +114.8% | +62.9% |
| 5Y | +94.3% | -80.5% | +174.8% | +90.2% |
| 10Y | +135.8% | +45.3% | +90.5% | +91.4% |
| All | +247.9% | -31.9% | +279.8% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling