+14,183.4%
TER vs NI
+5,092.7%
+9,090.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +0.6% | +2.0% | -1.4% | -0.3% |
| 30D | -8.3% | -3.5% | -4.7% | -6.7% |
| 3M | -12.2% | -9.1% | -3.1% | -8.7% |
| 6M | +17.1% | -11.8% | +28.9% | +23.7% |
| YTD | +84.7% | +1.1% | +83.6% | +83.0% |
| 1Y | +199.9% | +6.7% | +193.2% | +189.2% |
| 3Y | +232.8% | +71.1% | +161.7% | +151.7% |
| 5Y | +198.6% | +94.3% | +104.3% | +108.9% |
| 10Y | +1,669.7% | +135.8% | +1,534.0% | +955.0% |
| All | +14,183.4% | +5,092.7% | +9,090.7% | +2,318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling