-49.3%
TE vs NI
+96.9%
-146.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -45.6% | -10.6% | -35.0% | -43.3% |
| 6M | -43.4% | -9.3% | -34.0% | -41.7% |
| YTD | -31.0% | +1.1% | -32.1% | -32.8% |
| 1Y | +145.2% | +3.4% | +141.8% | +137.3% |
| 3Y | -24.1% | +67.9% | -91.9% | -43.0% |
| All | -49.3% | +96.9% | -146.3% | -63.3% |
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