+195.5%
W vs NI
+317.3%
-121.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.8% |
| 7D | -1.7% | +3.1% | -4.8% | -2.9% |
| 30D | +3.2% | +11.2% | -7.9% | -1.3% |
| 3M | +8.3% | +9.8% | -1.5% | +4.0% |
| 6M | +84.3% | -1.6% | +85.9% | +85.3% |
| YTD | +11.0% | +12.6% | -1.6% | +4.7% |
| 1Y | -0.2% | +7.8% | -8.0% | -4.0% |
| 3Y | +157.9% | +100.5% | +57.4% | +87.9% |
| 5Y | -56.8% | +114.4% | -171.2% | -69.7% |
| 10Y | +212.2% | +193.9% | +18.2% | +89.3% |
| All | +195.5% | +317.3% | -121.7% | +37.3% |
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