+847.3%
NI vs VEU
+190.9%
+656.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.3% |
| 30D | -1.7% | +1.0% | -2.7% | -2.3% |
| 3M | -8.0% | +5.6% | -13.6% | -11.2% |
| 6M | -8.6% | +13.7% | -22.3% | -16.0% |
| YTD | +2.3% | +17.7% | -15.4% | -7.9% |
| 1Y | +6.9% | +25.8% | -18.8% | -7.5% |
| 3Y | +70.6% | +77.1% | -6.6% | +19.3% |
| 5Y | +96.4% | +57.1% | +39.2% | +45.7% |
| 10Y | +136.1% | +149.8% | -13.7% | +30.0% |
| All | +847.3% | +190.9% | +656.4% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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