+90.0%
F vs NDAQ
+2,586.3%
-2,496.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.0% |
| 30D | +2.0% | +15.8% | -13.7% | -3.5% |
| 3M | -10.4% | +13.4% | -23.7% | -14.7% |
| 6M | +9.7% | +20.9% | -11.2% | +1.6% |
| YTD | -1.2% | +11.1% | -12.3% | -6.3% |
| 1Y | 0.0% | +26.5% | -26.5% | -9.6% |
| 3Y | +41.1% | +121.5% | -80.4% | +1.8% |
| 5Y | -11.4% | +61.3% | -72.7% | -28.3% |
| 10Y | +85.0% | +480.0% | -395.1% | -5.9% |
| All | +90.0% | +2,586.3% | -2,496.3% | -33.2% |
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