+533.2%
XYZ vs NI
+196.3%
+336.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -1.9% |
| 30D | -1.7% | -3.5% | +1.8% | -0.1% |
| 3M | +16.7% | -9.1% | +25.9% | +21.9% |
| 6M | +26.9% | -11.8% | +38.7% | +33.8% |
| YTD | +27.1% | +1.1% | +26.1% | +24.7% |
| 1Y | +9.3% | +6.7% | +2.6% | +3.9% |
| 3Y | +42.3% | +71.1% | -28.8% | +4.9% |
| 5Y | -69.3% | +94.3% | -163.6% | -78.8% |
| 10Y | +586.8% | +135.8% | +451.0% | +343.5% |
| All | +533.2% | +196.3% | +336.9% | +303.1% |
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 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