+2,627.5%
NDAQ vs BG
+692.0%
+1,935.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.4% |
| 30D | +18.0% | -6.7% | +24.6% | +20.3% |
| 3M | +11.5% | -9.3% | +20.8% | +14.2% |
| 6M | +21.1% | -18.3% | +39.4% | +27.4% |
| YTD | +12.8% | +16.2% | -3.4% | +5.2% |
| 1Y | +25.7% | +7.6% | +18.1% | +20.0% |
| 3Y | +116.8% | +6.6% | +110.2% | +102.1% |
| 5Y | +67.3% | +22.2% | +45.1% | +43.8% |
| 10Y | +473.3% | +112.0% | +361.3% | +270.9% |
| All | +2,627.5% | +692.0% | +1,935.5% | +1,263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling