+995.4%
TER vs NI
+197.8%
+797.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +14.4% | +4.3% | +10.1% | +12.8% |
| 30D | -30.6% | +12.4% | -42.9% | -33.3% |
| 3M | -39.2% | +10.2% | -49.4% | -41.2% |
| 6M | -31.3% | -0.8% | -30.5% | -31.4% |
| YTD | +29.1% | +13.2% | +15.8% | +23.3% |
| 1Y | +47.4% | +10.1% | +37.4% | +42.1% |
| 3Y | +191.2% | +103.1% | +88.1% | +124.1% |
| 5Y | +74.0% | +115.5% | -41.6% | +29.4% |
| All | +995.4% | +197.8% | +797.6% | +677.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling