+363.0%
NDAQ vs BG
+166.7%
+196.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.2% |
| 7D | -5.6% | +3.1% | -8.7% | -6.1% |
| 30D | -4.4% | +10.2% | -14.6% | -6.2% |
| 3M | +5.9% | -1.7% | +7.5% | +5.8% |
| 6M | +7.7% | +1.0% | +6.8% | +6.9% |
| YTD | -5.2% | +39.9% | -45.1% | -12.3% |
| 1Y | -3.4% | +53.2% | -56.6% | -12.8% |
| 3Y | +85.6% | +16.3% | +69.4% | +75.9% |
| 5Y | +49.5% | +83.9% | -34.4% | +23.8% |
| All | +363.0% | +166.7% | +196.4% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling