-24.1%
TE vs NI
+68.9%
-93.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | -5.9% | -1.4% | -4.5% | -5.4% |
| 3M | -45.6% | -10.6% | -35.0% | -43.7% |
| 6M | -43.4% | -9.3% | -34.0% | -42.1% |
| YTD | -31.0% | +1.1% | -32.1% | -33.5% |
| 1Y | +145.2% | +3.4% | +141.8% | +135.0% |
| 3Y | -24.1% | +67.9% | -91.9% | -46.9% |
| All | -24.1% | +68.9% | -93.0% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling