+1,298.6%
NI vs NDAQ
+2,658.0%
-1,359.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +11.2% | +16.3% | -5.1% | +7.7% |
| 3M | +9.2% | +15.8% | -6.7% | +5.7% |
| 6M | -1.8% | +24.8% | -26.7% | -6.7% |
| YTD | +12.0% | +14.1% | -2.1% | +8.1% |
| 1Y | +6.4% | +26.5% | -20.1% | +0.4% |
| 3Y | +99.4% | +119.1% | -19.8% | +66.9% |
| 5Y | +113.1% | +70.9% | +42.2% | +86.2% |
| 10Y | +192.3% | +479.7% | -287.4% | +101.5% |
| All | +1,298.6% | +2,658.0% | -1,359.4% | +635.3% |
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