+163.6%
W vs NI
+274.5%
-110.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.8% |
| 7D | -4.2% | +2.0% | -6.2% | -5.0% |
| 30D | -7.6% | -3.5% | -4.0% | -6.2% |
| 3M | +37.2% | -9.1% | +46.3% | +42.7% |
| 6M | +26.3% | -11.8% | +38.2% | +32.8% |
| YTD | -1.0% | +1.1% | -2.1% | -2.2% |
| 1Y | +20.1% | +6.7% | +13.4% | +15.9% |
| 3Y | +37.8% | +71.1% | -33.3% | +7.2% |
| 5Y | -63.7% | +94.3% | -158.0% | -73.5% |
| 10Y | +156.3% | +135.8% | +20.6% | +71.4% |
| All | +163.6% | +274.5% | -110.9% | +28.2% |
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