+47.6%
EXC vs NDAQ
+55.8%
-8.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -3.7% | +2.5% | -6.2% | -4.2% |
| 3M | -1.3% | +9.9% | -11.2% | -3.3% |
| 6M | -9.7% | +9.4% | -19.1% | -11.7% |
| YTD | +2.9% | +0.4% | +2.5% | +2.5% |
| 1Y | +4.4% | +4.0% | +0.4% | +2.9% |
| 3Y | +22.2% | +94.4% | -72.2% | -0.5% |
| All | +47.6% | +55.8% | -8.2% | +25.5% |
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