+488.5%
NDAQ vs A
+302.9%
+185.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.3% | -0.5% | +1.7% | +1.4% |
| 30D | +18.0% | 0.0% | +18.0% | +17.7% |
| 3M | +11.5% | +16.7% | -5.2% | +4.1% |
| 6M | +21.1% | +54.8% | -33.7% | -0.4% |
| YTD | +12.8% | +28.8% | -16.0% | -0.1% |
| 1Y | +25.7% | +19.3% | +6.4% | +14.9% |
| 3Y | +116.8% | +65.5% | +51.3% | +64.1% |
| 5Y | +67.3% | +12.1% | +55.2% | +49.2% |
| All | +488.5% | +302.9% | +185.6% | +187.7% |
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