+584.9%
XYZ vs NI
+197.8%
+387.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -1.1% | +4.3% | -5.4% | -3.2% |
| 30D | +11.5% | +12.4% | -0.9% | +5.0% |
| 3M | +1.8% | +10.2% | -8.4% | -3.3% |
| 6M | +21.2% | -0.8% | +22.0% | +21.0% |
| YTD | +29.9% | +13.2% | +16.7% | +20.0% |
| 1Y | +35.8% | +10.1% | +25.7% | +27.3% |
| 3Y | +62.6% | +103.1% | -40.5% | +7.9% |
| 5Y | -62.8% | +115.5% | -178.3% | -76.2% |
| All | +584.9% | +197.8% | +387.0% | +294.8% |
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