+5.2%
XYZ vs NI
+6.3%
-1.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.9% |
| 7D | -3.7% | +1.3% | -5.0% | -3.6% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +16.3% | -9.5% | +25.7% | +16.2% |
| 6M | +21.1% | -10.2% | +31.4% | +21.1% |
| YTD | +22.0% | +1.8% | +20.2% | +19.8% |
| 1Y | +5.2% | +5.7% | -0.5% | +4.9% |
| All | +5.2% | +6.3% | -1.2% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling