+60.8%
D vs NVD
-99.2%
+160.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | +1.5% | -11.1% | +12.6% | +1.8% |
| 30D | -2.6% | -13.3% | +10.7% | -2.2% |
| 3M | 0.0% | -19.8% | +19.8% | +0.4% |
| 6M | +7.4% | -48.8% | +56.1% | +9.2% |
| YTD | +15.9% | -49.7% | +65.5% | +17.8% |
| 1Y | +18.1% | -61.4% | +79.5% | +20.7% |
| 3Y | +58.4% | -99.1% | +157.5% | +67.1% |
| All | +60.8% | -99.2% | +160.0% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling