+2,926.4%
V vs NI
+1,092.0%
+1,834.4%
-51.9%
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% | -0.7% |
| 7D | -1.7% | +2.0% | -3.7% | -2.6% |
| 30D | +2.0% | -3.5% | +5.5% | +3.6% |
| 3M | +17.4% | -9.1% | +26.5% | +22.2% |
| 6M | +17.5% | -11.8% | +29.3% | +23.8% |
| YTD | +7.6% | +1.1% | +6.5% | +6.2% |
| 1Y | +7.7% | +6.7% | +1.0% | +3.4% |
| 3Y | +54.7% | +71.1% | -16.4% | +17.7% |
| 5Y | +73.0% | +94.3% | -21.3% | +22.0% |
| 10Y | +390.9% | +135.8% | +255.1% | +198.6% |
| All | +2,926.4% | +1,092.0% | +1,834.4% | +648.0% |
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 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