-22.7%
U vs NDAQ
+182.6%
-205.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +2.6% | +1.3% | +1.3% | +1.1% |
| 30D | +27.6% | +18.0% | +9.6% | +4.5% |
| 3M | +15.3% | +11.5% | +3.8% | +0.5% |
| 6M | +96.4% | +21.1% | +75.3% | +54.0% |
| YTD | +19.6% | +12.8% | +6.8% | +2.2% |
| 1Y | +42.1% | +25.7% | +16.4% | +6.3% |
| 3Y | +87.5% | +116.8% | -29.3% | -30.3% |
| 5Y | -73.1% | +67.3% | -140.4% | -87.0% |
| All | -22.7% | +182.6% | -205.3% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling