+16.0%
D vs NVD
-12.8%
+28.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.1% |
| 7D | -2.4% | +27.3% | -29.8% | -4.0% |
| 30D | +9.0% | +59.9% | -51.0% | +5.9% |
| 3M | +1.0% | +39.4% | -38.5% | -1.5% |
| 6M | +11.0% | +27.6% | -16.6% | +8.5% |
| YTD | +19.8% | -17.9% | +37.7% | +19.0% |
| 1Y | +16.0% | -14.5% | +30.4% | +14.6% |
| All | +16.0% | -12.8% | +28.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling