+150.0%
ALL vs NVD
-99.2%
+249.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.2% | -2.5% |
| 7D | -1.7% | -7.7% | +5.9% | -1.5% |
| 30D | -4.7% | -5.8% | +1.1% | -4.6% |
| 3M | +18.4% | -23.2% | +41.6% | +19.0% |
| 6M | +20.5% | -49.7% | +70.2% | +21.8% |
| YTD | +23.5% | -47.7% | +71.2% | +24.8% |
| 1Y | +29.0% | -61.3% | +90.3% | +30.4% |
| All | +150.0% | -99.2% | +249.2% | +156.0% |
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