+121.7%
F vs NDAQ
+2,327.9%
-2,206.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +2.1% |
| 7D | +5.3% | -2.4% | +7.8% | +6.2% |
| 30D | +4.6% | +2.5% | +2.1% | +3.5% |
| 3M | -3.7% | +9.9% | -13.6% | -7.5% |
| 6M | +16.8% | +9.4% | +7.4% | +12.1% |
| YTD | +15.3% | +0.4% | +14.9% | +13.7% |
| 1Y | +31.0% | +4.0% | +27.0% | +27.2% |
| 3Y | +45.4% | +94.4% | -48.9% | +10.3% |
| 5Y | +54.7% | +56.7% | -2.1% | +26.7% |
| 10Y | +98.2% | +375.3% | -277.1% | +8.3% |
| All | +121.7% | +2,327.9% | -2,206.2% | -19.0% |
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