-19.3%
BAX vs NVD
-98.4%
+79.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.0% | -11.3% | -2.1% |
| 7D | +0.4% | +17.0% | -16.7% | +0.7% |
| 30D | +3.4% | +77.3% | -73.9% | +4.9% |
| 3M | -4.5% | +61.6% | -66.1% | -3.2% |
| 6M | +44.0% | +40.7% | +3.4% | +45.8% |
| YTD | +34.9% | -10.5% | +45.4% | +35.1% |
| 1Y | +37.9% | -6.1% | +44.0% | +38.4% |
| All | -19.3% | -98.4% | +79.2% | -21.9% |
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 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