+380.3%
NDAQ vs A
+236.6%
+143.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | -1.6% | -4.4% | +2.8% | +0.2% |
| 30D | -1.5% | -2.7% | +1.2% | -0.6% |
| 3M | +8.0% | +7.0% | +1.0% | +4.6% |
| 6M | +7.7% | +24.6% | -16.9% | -3.0% |
| YTD | -2.3% | +7.0% | -9.4% | -6.4% |
| 1Y | +0.6% | +15.6% | -15.0% | -7.4% |
| 3Y | +90.9% | +29.9% | +61.0% | +60.5% |
| 5Y | +52.5% | -15.4% | +67.8% | +54.2% |
| 10Y | +380.3% | +248.9% | +131.4% | +156.3% |
| All | +380.3% | +236.6% | +143.6% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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