+69.6%
V vs NI
+94.6%
-25.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.0% | -0.6% | -2.5% | -2.9% |
| 30D | +1.2% | -1.4% | +2.6% | +1.6% |
| 3M | +13.9% | -10.6% | +24.5% | +18.0% |
| 6M | +17.2% | -9.9% | +27.1% | +20.9% |
| YTD | +5.3% | +1.2% | +4.2% | +4.0% |
| 1Y | +9.5% | +4.4% | +5.1% | +6.7% |
| 3Y | +51.9% | +68.6% | -16.7% | +25.2% |
| 5Y | +69.6% | +98.0% | -28.4% | +26.0% |
| All | +69.6% | +94.6% | -25.0% | +26.0% |
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