+228.2%
TER vs NI
+95.2%
+133.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | +12.4% | +1.3% | +11.1% | +11.9% |
| 30D | +5.1% | -0.3% | +5.4% | +5.2% |
| 3M | +4.0% | -9.5% | +13.4% | +6.7% |
| 6M | +29.5% | -10.2% | +39.8% | +33.3% |
| YTD | +98.5% | +1.8% | +96.7% | +96.9% |
| 1Y | +234.1% | +5.7% | +228.4% | +227.1% |
| 3Y | +289.0% | +69.6% | +219.4% | +229.0% |
| 5Y | +228.2% | +95.8% | +132.4% | +187.7% |
| All | +228.2% | +95.2% | +133.0% | +187.7% |
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