+225.3%
NI vs TRU
+226.0%
-0.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +1.3% | -6.5% | +7.7% | +2.6% |
| 30D | -0.3% | -2.5% | +2.2% | +0.1% |
| 3M | -9.5% | +10.4% | -19.8% | -11.7% |
| 6M | -10.2% | +1.6% | -11.9% | -11.4% |
| YTD | +1.8% | -9.7% | +11.5% | +2.5% |
| 1Y | +5.7% | -17.3% | +22.9% | +8.0% |
| 3Y | +69.6% | -1.8% | +71.4% | +60.2% |
| 5Y | +95.8% | -36.2% | +132.0% | +103.5% |
| 10Y | +145.1% | +143.2% | +1.9% | +89.4% |
| All | +225.3% | +226.0% | -0.7% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling