-63.9%
XYZ vs NI
+104.4%
-168.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +12.1% | -0.9% | +13.1% | +12.9% |
| 30D | +12.4% | +9.6% | +2.7% | +7.2% |
| 3M | +8.2% | +2.5% | +5.7% | +6.8% |
| 6M | +20.7% | -5.8% | +26.5% | +24.0% |
| YTD | +31.3% | +8.6% | +22.8% | +23.1% |
| 1Y | +20.5% | +6.0% | +14.5% | +14.6% |
| 3Y | +72.6% | +91.0% | -18.4% | +10.9% |
| All | -63.9% | +104.4% | -168.3% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling