+1,633.6%
TER vs NDAQ
+2,327.9%
-694.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.3% | +6.2% |
| 7D | +0.6% | -2.4% | +3.1% | +1.5% |
| 30D | -8.3% | +2.5% | -10.7% | -9.2% |
| 3M | -12.2% | +9.9% | -22.1% | -16.7% |
| 6M | +17.1% | +9.4% | +7.6% | +10.6% |
| YTD | +84.7% | +0.4% | +84.3% | +78.9% |
| 1Y | +199.9% | +4.0% | +195.9% | +185.8% |
| 3Y | +232.8% | +94.4% | +138.4% | +145.7% |
| 5Y | +198.6% | +56.7% | +141.9% | +140.1% |
| 10Y | +1,669.7% | +375.3% | +1,294.4% | +849.3% |
| All | +1,633.6% | +2,327.9% | -694.3% | +525.8% |
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