+104.4%
COST vs NDAQ
+52.5%
+51.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -2.8% | -1.6% | -1.2% | -2.3% |
| 30D | -5.3% | -1.5% | -3.8% | -4.8% |
| 3M | -6.7% | +8.0% | -14.7% | -9.4% |
| 6M | -9.9% | +7.7% | -17.7% | -12.8% |
| YTD | +5.1% | -2.3% | +7.5% | +5.2% |
| 1Y | -7.3% | +0.6% | -7.8% | -8.6% |
| 3Y | +70.4% | +90.9% | -20.5% | +24.1% |
| 5Y | +104.4% | +52.5% | +52.0% | +57.7% |
| All | +104.4% | +52.5% | +51.9% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling