+336.7%
RF vs NI
+137.0%
+199.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.8% |
| 7D | +2.7% | +2.3% | +0.4% | +1.5% |
| 30D | -3.4% | -1.7% | -1.7% | -2.6% |
| 3M | +6.4% | -8.0% | +14.4% | +10.5% |
| 6M | +13.4% | -8.6% | +22.0% | +17.9% |
| YTD | +14.2% | +2.3% | +11.9% | +12.0% |
| 1Y | +15.7% | +6.9% | +8.8% | +10.5% |
| 3Y | +91.3% | +70.6% | +20.8% | +42.2% |
| 5Y | +89.8% | +96.4% | -6.6% | +29.0% |
| 10Y | +336.7% | +136.1% | +200.5% | +214.9% |
| All | +336.7% | +137.0% | +199.7% | +214.9% |
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