+268.2%
C vs NVD
-99.2%
+367.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +1.0% |
| 7D | +2.6% | +0.5% | +2.0% | +2.7% |
| 30D | +1.9% | -9.3% | +11.2% | +1.2% |
| 3M | +2.8% | -22.1% | +24.9% | +1.1% |
| 6M | +30.6% | -45.8% | +76.4% | +24.8% |
| YTD | +19.9% | -46.7% | +66.6% | +15.1% |
| 1Y | +44.6% | -59.5% | +104.0% | +36.3% |
| 3Y | +272.1% | -99.2% | +371.3% | +201.0% |
| All | +268.2% | -99.2% | +367.4% | +197.8% |
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