+199.4%
B vs NVD
-99.2%
+298.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -1.2% |
| 7D | +2.3% | -7.7% | +10.0% | +1.8% |
| 30D | +1.4% | -5.8% | +7.1% | +1.2% |
| 3M | +12.2% | -23.2% | +35.4% | +11.0% |
| 6M | -2.1% | -49.7% | +47.6% | -4.8% |
| YTD | +2.9% | -47.7% | +50.6% | +0.6% |
| 1Y | +55.3% | -61.3% | +116.6% | +50.5% |
| 3Y | +198.7% | -99.2% | +297.9% | +202.2% |
| All | +199.4% | -99.2% | +298.6% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling