+5,678.5%
NI vs UL
+2,770.2%
+2,908.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +12.4% | +4.5% | +7.9% | +10.9% |
| 3M | +10.2% | +6.5% | +3.7% | +8.0% |
| 6M | -0.8% | +18.2% | -19.0% | -6.0% |
| YTD | +13.2% | +4.7% | +8.5% | +10.9% |
| 1Y | +10.1% | +0.8% | +9.3% | +8.9% |
| 3Y | +103.1% | +35.9% | +67.2% | +82.7% |
| 5Y | +115.5% | +33.4% | +82.1% | +92.3% |
| 10Y | +195.5% | +106.9% | +88.6% | +131.7% |
| All | +5,678.5% | +2,770.2% | +2,908.3% | +2,341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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