+64.9%
D vs NVD
-98.6%
+163.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -1.1% |
| 7D | -3.1% | +17.0% | -20.1% | -3.7% |
| 30D | +8.4% | +77.3% | -68.9% | +6.0% |
| 3M | +0.2% | +61.6% | -61.4% | -1.8% |
| 6M | +9.5% | +40.7% | -31.2% | +7.5% |
| YTD | +18.8% | -10.5% | +29.3% | +18.1% |
| 1Y | +14.7% | -6.1% | +20.8% | +13.8% |
| 3Y | +72.9% | -98.4% | +171.4% | +77.9% |
| All | +64.9% | -98.6% | +163.5% | +68.8% |
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