+5,625.3%
EW vs NDAQ
+2,666.5%
+2,958.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +9.3% | +2.9% | +6.4% | +8.7% |
| 30D | +22.1% | +17.5% | +4.6% | +18.2% |
| 3M | +13.0% | +15.4% | -2.4% | +9.7% |
| 6M | +30.1% | +24.6% | +5.5% | +24.1% |
| YTD | +22.0% | +14.4% | +7.6% | +18.0% |
| 1Y | +23.7% | +26.9% | -3.2% | +17.2% |
| 3Y | +62.0% | +119.8% | -57.8% | +36.3% |
| 5Y | -12.4% | +70.5% | -82.9% | -22.9% |
| 10Y | +236.1% | +475.8% | -239.7% | +141.3% |
| All | +5,625.3% | +2,666.5% | +2,958.8% | +3,518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling