+604.5%
XYZ vs NI
+136.8%
+467.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -3.7% | +1.3% | -5.0% | -4.4% |
| 30D | +0.5% | -0.3% | +0.8% | +0.6% |
| 3M | +16.3% | -9.5% | +25.7% | +21.9% |
| 6M | +21.1% | -10.2% | +31.4% | +26.9% |
| YTD | +22.0% | +1.8% | +20.2% | +19.1% |
| 1Y | +5.2% | +5.7% | -0.5% | +0.3% |
| 3Y | +49.6% | +69.6% | -20.0% | +9.3% |
| 5Y | -68.4% | +95.8% | -164.2% | -78.7% |
| 10Y | +604.5% | +145.1% | +459.4% | +334.1% |
| All | +604.5% | +136.8% | +467.7% | +334.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling