+5.7%
CI vs NVD
-99.2%
+104.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.8% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +0.5% | -9.3% | +9.8% | +0.6% |
| 3M | -5.2% | -22.1% | +16.9% | -4.8% |
| 6M | +4.3% | -45.8% | +50.1% | +5.3% |
| YTD | +2.8% | -46.7% | +49.5% | +3.6% |
| 1Y | -5.8% | -59.5% | +53.7% | -4.5% |
| 3Y | +4.7% | -99.2% | +103.9% | +15.1% |
| All | +5.7% | -99.2% | +104.9% | +16.2% |
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