+486.1%
EXC vs NDAQ
+2,327.9%
-1,841.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 6M | -9.7% | +9.4% | -19.1% | -11.8% |
| YTD | +2.9% | +0.4% | +2.5% | +2.0% |
| 1Y | +4.4% | +4.0% | +0.4% | +2.5% |
| 3Y | +22.2% | +94.4% | -72.2% | +3.9% |
| 5Y | +46.7% | +56.7% | -10.0% | +29.5% |
| 10Y | +155.3% | +375.3% | -220.0% | +81.1% |
| All | +486.1% | +2,327.9% | -1,841.8% | +223.0% |
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