+284.9%
IR vs NDAQ
+391.9%
-107.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.6% |
| 7D | +0.6% | -2.6% | +3.2% | +1.9% |
| 30D | -13.6% | +0.5% | -14.1% | -13.9% |
| 3M | +3.7% | +9.9% | -6.2% | -2.0% |
| 6M | -13.1% | +8.2% | -21.3% | -17.7% |
| YTD | -5.1% | -1.5% | -3.6% | -6.2% |
| 1Y | -6.5% | +1.3% | -7.8% | -9.3% |
| 3Y | +8.5% | +92.6% | -84.1% | -27.9% |
| 5Y | +43.3% | +53.8% | -10.5% | +6.7% |
| All | +284.9% | +391.9% | -107.0% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling