+554.8%
XYZ vs NI
+226.4%
+328.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | +12.6% | +1.5% | +11.1% | +11.9% |
| 30D | +10.8% | +11.9% | -1.1% | +4.9% |
| 3M | +8.4% | +9.1% | -0.8% | +3.7% |
| 6M | +14.3% | -1.8% | +16.1% | +14.7% |
| YTD | +31.5% | +11.4% | +20.1% | +23.0% |
| 1Y | +28.1% | +6.4% | +21.7% | +22.7% |
| 3Y | +66.2% | +98.2% | -32.1% | +14.1% |
| 5Y | -62.3% | +110.1% | -172.4% | -74.9% |
| 10Y | +634.6% | +189.0% | +445.6% | +343.4% |
| All | +554.8% | +226.4% | +328.3% | +297.4% |
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