+43.8%
EXC vs NDAQ
+60.8%
-16.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | +10.0% | +16.5% | -6.6% | +6.5% |
| 3M | +1.6% | +13.5% | -11.9% | -1.1% |
| 6M | +3.3% | +20.9% | -17.7% | -1.0% |
| YTD | +7.6% | +11.4% | -3.8% | +4.8% |
| 1Y | +3.5% | +25.9% | -22.5% | -2.5% |
| 3Y | +27.7% | +119.9% | -92.2% | +0.4% |
| All | +43.8% | +60.8% | -16.9% | +23.5% |
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