+68.9%
NI vs S
+13.6%
+55.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | -0.3% | -12.6% | +12.3% | 0.0% |
| 3M | -9.5% | +27.6% | -37.0% | -10.3% |
| 6M | -10.2% | +35.5% | -45.7% | -11.4% |
| YTD | +1.8% | +29.6% | -27.8% | +0.6% |
| 1Y | +5.7% | +8.1% | -2.4% | +5.3% |
| All | +68.9% | +13.6% | +55.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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