+114.6%
ALL vs NVD
-98.6%
+213.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.6% |
| 7D | -2.6% | +27.3% | -29.9% | -3.3% |
| 30D | +12.7% | +59.9% | -47.2% | +11.0% |
| 3M | +0.4% | +39.4% | -39.0% | -0.8% |
| 6M | +23.8% | +27.6% | -3.8% | +22.5% |
| YTD | +27.8% | -17.9% | +45.7% | +27.2% |
| 1Y | +28.9% | -14.5% | +43.3% | +28.2% |
| All | +114.6% | -98.6% | +213.2% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling