+606.1%
COST vs NDAQ
+366.7%
+239.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.2% | -5.9% | +4.7% | +1.0% |
| 30D | -4.7% | -4.7% | 0.0% | -3.1% |
| 3M | -7.1% | +5.5% | -12.6% | -9.4% |
| 6M | -8.5% | +7.4% | -15.9% | -11.8% |
| YTD | +5.4% | -5.5% | +10.9% | +6.3% |
| 1Y | -5.6% | -3.7% | -1.9% | -5.8% |
| 3Y | +68.5% | +85.0% | -16.5% | +25.8% |
| 5Y | +105.2% | +49.0% | +56.3% | +65.2% |
| All | +606.1% | +366.7% | +239.4% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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