+22.3%
EXC vs NVD
-99.2%
+121.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -0.9% | -9.3% | +8.4% | -0.6% |
| 3M | -2.7% | -22.1% | +19.4% | -2.0% |
| 6M | -9.4% | -45.8% | +36.4% | -7.6% |
| YTD | +3.0% | -46.7% | +49.7% | +4.9% |
| 1Y | +5.1% | -59.5% | +64.6% | +8.0% |
| 3Y | +20.6% | -99.2% | +119.8% | +37.4% |
| All | +22.3% | -99.2% | +121.5% | +39.4% |
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