+42.1%
RF vs NI
+104.4%
-62.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | +6.0% | +9.6% | -3.6% | +1.8% |
| 3M | -8.9% | +2.5% | -11.4% | -9.9% |
| 6M | +2.3% | -5.8% | +8.2% | +4.8% |
| YTD | +7.6% | +8.6% | -1.0% | +2.6% |
| 1Y | +21.2% | +6.0% | +15.2% | +16.8% |
| 3Y | +108.5% | +91.0% | +17.5% | +47.3% |
| All | +42.1% | +104.4% | -62.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling