+1,162.3%
NI vs NDAQ
+2,327.9%
-1,165.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.3% |
| 7D | +2.0% | -2.4% | +4.5% | +2.5% |
| 30D | -3.5% | +2.5% | -6.0% | -4.1% |
| 3M | -9.1% | +9.9% | -19.0% | -11.1% |
| 6M | -11.8% | +9.4% | -21.3% | -13.9% |
| YTD | +1.1% | +0.4% | +0.7% | +0.2% |
| 1Y | +6.7% | +4.0% | +2.7% | +4.9% |
| 3Y | +71.1% | +94.4% | -23.3% | +46.9% |
| 5Y | +94.3% | +56.7% | +37.6% | +72.9% |
| 10Y | +135.8% | +375.3% | -239.5% | +69.0% |
| All | +1,162.3% | +2,327.9% | -1,165.6% | +582.2% |
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