+4.0%
NDAQ vs BG
+50.1%
-46.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.0% |
| 7D | -2.4% | +2.8% | -5.2% | -2.2% |
| 30D | +2.5% | +12.0% | -9.6% | +3.5% |
| 3M | +9.9% | -7.7% | +17.6% | +9.4% |
| 6M | +9.4% | +4.5% | +4.9% | +10.5% |
| YTD | +0.4% | +35.7% | -35.3% | +3.0% |
| 1Y | +4.0% | +50.1% | -46.0% | +6.7% |
| All | +4.0% | +50.1% | -46.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling