+533.2%
XYZ vs NDAQ
+492.3%
+40.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | +1.0% |
| 7D | -1.0% | -2.4% | +1.5% | +1.2% |
| 30D | -1.7% | +2.5% | -4.2% | -4.1% |
| 3M | +16.7% | +9.9% | +6.8% | +5.2% |
| 6M | +26.9% | +9.4% | +17.4% | +14.3% |
| YTD | +27.1% | +0.4% | +26.7% | +24.3% |
| 1Y | +9.3% | +4.0% | +5.2% | +2.9% |
| 3Y | +42.3% | +94.4% | -52.1% | -28.0% |
| 5Y | -69.3% | +56.7% | -126.0% | -80.2% |
| 10Y | +586.8% | +375.3% | +211.5% | +109.3% |
| All | +533.2% | +492.3% | +40.9% | +91.2% |
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