+27.7%
ALL vs NVD
-52.8%
+80.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.3% | +10.8% | -13.1% | -3.3% |
| 30D | -0.4% | +0.8% | -1.2% | -0.7% |
| 3M | +16.0% | -20.8% | +36.9% | +18.0% |
| 6M | +24.6% | -41.2% | +65.7% | +28.7% |
| YTD | +23.7% | -44.2% | +67.9% | +28.5% |
| 1Y | +27.7% | -54.2% | +81.9% | +30.5% |
| All | +27.7% | -52.8% | +80.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling