+84.2%
DE vs NVD
-99.2%
+183.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.7% |
| 7D | +0.7% | -7.7% | +8.3% | +0.4% |
| 30D | +9.6% | -5.8% | +15.4% | +9.6% |
| 3M | +19.0% | -23.2% | +42.2% | +18.3% |
| 6M | +16.1% | -49.7% | +65.8% | +13.9% |
| YTD | +47.0% | -47.7% | +94.7% | +44.7% |
| 1Y | +43.1% | -61.3% | +104.5% | +39.5% |
| 3Y | +77.5% | -99.2% | +176.7% | +45.8% |
| All | +84.2% | -99.2% | +183.3% | +51.3% |
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