+1,449.6%
NET vs NDAQ
+220.9%
+1,228.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.4% |
| 7D | -7.0% | -2.4% | -4.5% | -5.0% |
| 30D | -4.8% | +2.5% | -7.2% | -6.5% |
| 3M | +3.8% | +9.9% | -6.1% | -5.0% |
| 6M | +50.0% | +9.4% | +40.6% | +37.1% |
| YTD | +41.5% | +0.4% | +41.1% | +38.2% |
| 1Y | +32.8% | +4.0% | +28.8% | +25.0% |
| 3Y | +335.9% | +94.4% | +241.5% | +135.4% |
| 5Y | +113.8% | +56.7% | +57.1% | +40.3% |
| All | +1,449.6% | +220.9% | +1,228.7% | +651.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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