+5,059.0%
NI vs UL
+2,661.1%
+2,397.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +2.0% | -1.3% | +3.4% | +2.4% |
| 30D | -3.5% | +0.5% | -4.0% | -3.7% |
| 3M | -9.1% | +17.6% | -26.7% | -13.6% |
| 6M | -11.8% | -5.4% | -6.5% | -10.9% |
| YTD | +1.1% | +0.7% | +0.4% | +0.3% |
| 1Y | +6.7% | -9.3% | +16.0% | +9.0% |
| 3Y | +71.1% | +24.5% | +46.5% | +58.1% |
| 5Y | +94.3% | +23.2% | +71.1% | +77.7% |
| 10Y | +135.8% | +64.5% | +71.3% | +97.0% |
| All | +5,059.0% | +2,661.1% | +2,397.9% | +2,107.4% |
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