+27.8%
EXC vs NVD
-98.6%
+126.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | -0.4% |
| 7D | -1.9% | +17.0% | -18.9% | -2.7% |
| 30D | +7.8% | +77.3% | -69.5% | +4.9% |
| 3M | +1.9% | +61.6% | -59.7% | -0.6% |
| 6M | +3.4% | +40.7% | -37.3% | +1.1% |
| YTD | +7.6% | -10.5% | +18.1% | +6.8% |
| 1Y | +2.1% | -6.1% | +8.2% | +1.1% |
| 3Y | +29.6% | -98.4% | +128.0% | +43.5% |
| All | +27.8% | -98.6% | +126.4% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling