+75.9%
DE vs NVD
-99.1%
+175.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -2.6% | +10.8% | -13.4% | -2.2% |
| 30D | +9.0% | +0.8% | +8.3% | +9.2% |
| 3M | +19.1% | -20.8% | +40.0% | +18.5% |
| 6M | +14.4% | -41.2% | +55.5% | +12.9% |
| YTD | +45.9% | -44.2% | +90.1% | +44.0% |
| 1Y | +43.6% | -54.2% | +97.8% | +41.0% |
| 3Y | +75.9% | -99.1% | +175.0% | +46.7% |
| All | +75.9% | -99.1% | +175.0% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling