-39.0%
U vs NI
+126.2%
-165.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -3.8% | +2.0% | -5.8% | -4.2% |
| 30D | +17.5% | -3.5% | +21.0% | +18.3% |
| 3M | +38.7% | -9.1% | +47.9% | +41.2% |
| 6M | +104.4% | -11.8% | +116.3% | +109.2% |
| YTD | -5.7% | +1.1% | -6.8% | -6.7% |
| 1Y | +3.7% | +6.7% | -3.0% | +1.1% |
| 3Y | +12.3% | +71.1% | -58.8% | -0.4% |
| 5Y | -68.8% | +94.3% | -163.1% | -70.3% |
| All | -39.0% | +126.2% | -165.2% | -31.4% |
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