+90.1%
RF vs NI
+95.1%
-5.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +1.3% | +2.0% | -0.7% | +0.4% |
| 30D | -3.6% | -3.5% | -0.1% | -2.1% |
| 3M | +8.1% | -9.1% | +17.2% | +12.4% |
| 6M | +11.5% | -11.8% | +23.3% | +17.4% |
| YTD | +15.6% | +1.1% | +14.5% | +13.8% |
| 1Y | +15.7% | +6.7% | +9.0% | +10.5% |
| 3Y | +86.9% | +71.1% | +15.8% | +39.0% |
| All | +90.1% | +95.1% | -5.0% | +29.9% |
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 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