+3.4%
EXC vs NVD
-61.9%
+65.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -0.7% | -11.1% | +10.5% | -0.2% |
| 30D | -4.6% | -13.3% | +8.6% | -4.2% |
| 3M | -2.2% | -19.8% | +17.6% | -1.6% |
| 6M | -10.6% | -48.8% | +38.2% | -8.5% |
| YTD | +1.9% | -49.7% | +51.6% | +4.0% |
| 1Y | +3.4% | -61.4% | +64.8% | +6.6% |
| All | +3.4% | -61.9% | +65.3% | +6.6% |
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