+26.3%
W vs NI
-10.2%
+36.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.7% |
| 7D | -4.2% | +2.0% | -6.2% | -4.6% |
| 30D | -7.6% | -3.5% | -4.0% | -6.7% |
| 3M | +37.2% | -9.1% | +46.3% | +40.9% |
| 6M | +26.3% | -11.8% | +38.2% | +30.1% |
| All | +26.3% | -10.2% | +36.5% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling