+15.7%
RF vs NI
+1.4%
+14.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | +1.3% | +2.0% | -0.7% | +1.1% |
| 30D | -3.6% | -3.5% | -0.1% | -3.3% |
| 3M | +8.1% | -9.1% | +17.2% | +9.0% |
| 6M | +11.5% | -11.8% | +23.3% | +12.7% |
| YTD | +15.6% | +1.1% | +14.5% | +16.2% |
| 1Y | +15.7% | +6.7% | +9.0% | +15.5% |
| All | +15.7% | +1.4% | +14.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling