+16.0%
RF vs NI
+6.3%
+9.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | -4.0% | -0.3% | -3.8% | -4.0% |
| 3M | +5.6% | -9.5% | +15.0% | +6.6% |
| 6M | +13.1% | -10.2% | +23.3% | +14.4% |
| YTD | +13.6% | +1.8% | +11.8% | +13.9% |
| 1Y | +16.0% | +5.7% | +10.3% | +15.2% |
| All | +16.0% | +6.3% | +9.6% | +15.2% |
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 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