+41.5%
NU vs NI
+86.7%
-45.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +7.8% | -1.4% | +9.2% | +8.3% |
| 3M | +20.9% | -10.6% | +31.5% | +25.3% |
| 6M | +0.9% | -9.3% | +10.2% | +3.9% |
| YTD | -12.7% | +1.1% | -13.8% | -13.5% |
| 1Y | -6.4% | +3.4% | -9.8% | -8.1% |
| 3Y | +98.1% | +67.9% | +30.2% | +61.3% |
| All | +41.5% | +86.7% | -45.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling