+50.7%
O vs NI
+143.3%
-92.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -4.5% | -1.4% | -3.1% | -3.8% |
| 3M | -2.6% | -10.6% | +7.9% | +3.9% |
| 6M | -5.6% | -9.3% | +3.7% | -0.2% |
| YTD | +9.3% | +1.1% | +8.1% | +8.0% |
| 1Y | +4.3% | +3.4% | +0.9% | +1.4% |
| 3Y | +27.4% | +67.9% | -40.4% | -10.2% |
| 5Y | +17.1% | +98.0% | -80.9% | -27.3% |
| All | +50.7% | +143.3% | -92.5% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling