+121.7%
EW vs NDAQ
+372.3%
-250.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.6% |
| 7D | -4.4% | -2.6% | -1.9% | -3.3% |
| 30D | -3.3% | +0.5% | -3.8% | -3.7% |
| 3M | +1.0% | +9.9% | -8.9% | -4.2% |
| 6M | +6.2% | +8.2% | -2.0% | +1.3% |
| YTD | +1.7% | -1.5% | +3.2% | +0.9% |
| 1Y | +8.1% | +1.3% | +6.8% | +5.4% |
| 3Y | +17.1% | +92.6% | -75.5% | -22.1% |
| 5Y | -29.4% | +53.8% | -83.2% | -47.6% |
| 10Y | +121.7% | +376.0% | -254.2% | -19.3% |
| All | +121.7% | +372.3% | -250.6% | -19.3% |
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