+48.4%
IR vs NDAQ
+55.8%
-7.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +2.2% |
| 7D | -2.8% | -2.4% | -0.4% | -1.7% |
| 30D | -15.1% | +2.5% | -17.6% | -16.2% |
| 3M | +6.1% | +9.9% | -3.9% | +0.8% |
| 6M | -16.8% | +9.4% | -26.2% | -21.2% |
| YTD | -3.5% | +0.4% | -4.0% | -5.0% |
| 1Y | -3.5% | +4.0% | -7.5% | -7.2% |
| 3Y | +9.5% | +94.4% | -84.9% | -27.6% |
| All | +48.4% | +55.8% | -7.4% | +8.3% |
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