+469.3%
NDAQ vs CAPR
-64.9%
+534.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.2% | +1.2% |
| 7D | -0.1% | +36.0% | -36.2% | -0.4% |
| 30D | +15.9% | +25.8% | -9.9% | +15.6% |
| 3M | +15.1% | +140.8% | -125.7% | +13.9% |
| 6M | +22.9% | -67.6% | +90.5% | +23.3% |
| YTD | +12.8% | -65.9% | +78.7% | +13.0% |
| 1Y | +26.0% | +66.1% | -40.1% | +21.4% |
| 3Y | +119.7% | +256.9% | -137.2% | +104.8% |
| 5Y | +65.4% | +172.1% | -106.7% | +53.6% |
| 10Y | +469.3% | -64.7% | +534.0% | +398.7% |
| All | +469.3% | -64.9% | +534.2% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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