+428.2%
T vs NDAQ
+2,666.5%
-2,238.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.0% |
| 30D | -1.1% | +17.5% | -18.6% | -4.3% |
| 3M | -7.7% | +15.4% | -23.2% | -10.5% |
| 6M | -10.6% | +24.6% | -35.2% | -14.8% |
| YTD | -7.5% | +14.4% | -21.9% | -10.7% |
| 1Y | -7.4% | +26.9% | -34.4% | -12.6% |
| 3Y | +63.1% | +119.8% | -56.8% | +36.0% |
| 5Y | +55.2% | +70.5% | -15.3% | +35.0% |
| 10Y | +58.8% | +475.8% | -417.0% | +7.0% |
| All | +428.2% | +2,666.5% | -2,238.4% | +185.6% |
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