+1,872.1%
T vs NI
+5,092.7%
-3,220.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -1.3% | +2.0% | -3.3% | -2.0% |
| 30D | +11.4% | -3.5% | +14.9% | +12.9% |
| 3M | +14.3% | -9.1% | +23.4% | +18.6% |
| 6M | -9.3% | -11.8% | +2.6% | -4.8% |
| YTD | +7.1% | +1.1% | +6.0% | +6.4% |
| 1Y | -9.1% | +6.7% | -15.8% | -11.8% |
| 3Y | +105.3% | +71.1% | +34.3% | +64.3% |
| 5Y | +66.8% | +94.3% | -27.5% | +26.1% |
| 10Y | +66.8% | +135.8% | -69.0% | +12.9% |
| All | +1,872.1% | +5,092.7% | -3,220.5% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling