+50.8%
NDAQ vs BG
+81.8%
-31.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -5.6% | +3.1% | -8.7% | -5.9% |
| 30D | -4.4% | +10.2% | -14.6% | -5.5% |
| 3M | +5.9% | -1.7% | +7.5% | +6.0% |
| 6M | +7.7% | +1.0% | +6.8% | +7.3% |
| YTD | -5.2% | +39.9% | -45.1% | -10.0% |
| 1Y | -3.4% | +53.2% | -56.6% | -9.9% |
| 3Y | +85.6% | +16.3% | +69.4% | +79.8% |
| All | +50.8% | +81.8% | -31.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling