+195.0%
B vs NVD
-99.1%
+294.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -2.2% |
| 7D | -5.0% | +9.0% | -14.1% | -4.4% |
| 30D | +8.7% | -5.5% | +14.2% | +8.6% |
| 3M | +17.3% | -24.6% | +41.9% | +15.9% |
| 6M | -5.0% | -42.1% | +37.0% | -6.8% |
| YTD | +1.4% | -44.3% | +45.8% | -0.4% |
| 1Y | +50.5% | -54.2% | +104.7% | +47.2% |
| 3Y | +194.4% | -99.1% | +293.5% | +199.3% |
| All | +195.0% | -99.1% | +294.2% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling