+203.8%
B vs NVD
-99.2%
+303.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.3% |
| 7D | -1.6% | -11.1% | +9.5% | -2.4% |
| 30D | +9.4% | -13.3% | +22.7% | +8.6% |
| 3M | +5.0% | -19.8% | +24.8% | +4.2% |
| 6M | -3.5% | -48.8% | +45.2% | -6.2% |
| YTD | +4.5% | -49.7% | +54.1% | +1.7% |
| 1Y | +67.8% | -61.4% | +129.1% | +62.4% |
| 3Y | +196.7% | -99.1% | +295.8% | +201.5% |
| All | +203.8% | -99.2% | +303.0% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling