+8.5%
NI vs TRU
+2.1%
+6.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +1.3% |
| 7D | +3.9% | +10.5% | -6.6% | +3.4% |
| 30D | +15.3% | +28.7% | -13.4% | +14.1% |
| 3M | +2.4% | +0.7% | +1.7% | +2.1% |
| 6M | -4.5% | +19.3% | -23.9% | -5.4% |
| YTD | +11.4% | -3.7% | +15.1% | +11.1% |
| 1Y | +8.5% | +3.4% | +5.1% | +7.2% |
| All | +8.5% | +2.1% | +6.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling