-27.5%
TER vs NI
-1.9%
-25.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.5% |
| 30D | -30.8% | +11.2% | -42.0% | -29.2% |
| 3M | -29.9% | +9.2% | -39.1% | -28.3% |
| 6M | -27.5% | -1.8% | -25.6% | -29.5% |
| All | -27.5% | -1.9% | -25.5% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling