-15.8%
F vs NDAQ
+60.8%
-76.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.6% | +0.8% | +0.7% | +1.2% |
| 30D | +2.6% | +16.5% | -13.9% | -4.1% |
| 3M | -8.8% | +13.5% | -22.3% | -14.0% |
| 6M | +4.6% | +20.9% | -16.3% | -4.5% |
| YTD | -1.9% | +11.4% | -13.3% | -7.5% |
| 1Y | -0.8% | +25.9% | -26.7% | -12.3% |
| 3Y | +43.5% | +119.9% | -76.4% | -11.7% |
| All | -15.8% | +60.8% | -76.6% | -43.0% |
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 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