-68.9%
U vs NI
+94.6%
-163.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -4.1% | -1.4% | -2.7% | -3.6% |
| 3M | +57.8% | -10.6% | +68.4% | +64.0% |
| 6M | +103.5% | -9.9% | +113.4% | +110.0% |
| YTD | -4.8% | +1.2% | -5.9% | -6.6% |
| 1Y | -2.4% | +4.4% | -6.8% | -5.9% |
| 3Y | +11.7% | +68.6% | -56.9% | -13.2% |
| 5Y | -68.9% | +98.0% | -166.9% | -72.0% |
| All | -68.9% | +94.6% | -163.5% | -72.0% |
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