+18.8%
RF vs NI
+8.2%
+10.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +0.4% | +3.1% | -2.7% | -0.2% |
| 30D | +5.6% | +11.2% | -5.6% | +3.8% |
| 3M | -8.9% | +9.8% | -18.7% | -10.3% |
| 6M | +7.1% | -1.6% | +8.7% | +6.1% |
| YTD | +8.3% | +12.6% | -4.3% | +9.2% |
| All | +18.8% | +8.2% | +10.7% | +19.5% |
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