+45.2%
NU vs NI
+87.9%
-42.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -2.6% | +1.3% | -3.9% | -3.0% |
| 30D | +8.2% | -0.3% | +8.5% | +8.3% |
| 3M | +26.3% | -9.5% | +35.7% | +30.3% |
| 6M | +2.2% | -10.2% | +12.5% | +5.7% |
| YTD | -10.4% | +1.8% | -12.2% | -11.4% |
| 1Y | -3.0% | +5.7% | -8.6% | -5.4% |
| 3Y | +120.3% | +69.6% | +50.6% | +78.7% |
| All | +45.2% | +87.9% | -42.7% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling