+21.3%
EXC vs NVD
-99.2%
+120.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.5% |
| 7D | +1.2% | -7.7% | +8.9% | +1.6% |
| 30D | -2.7% | -5.8% | +3.1% | -2.6% |
| 3M | -1.0% | -23.2% | +22.2% | -0.2% |
| 6M | -9.3% | -49.7% | +40.5% | -7.1% |
| YTD | +3.6% | -47.7% | +51.3% | +5.6% |
| 1Y | +5.9% | -61.3% | +67.3% | +9.0% |
| 3Y | +21.3% | -99.2% | +120.5% | +37.0% |
| All | +21.3% | -99.2% | +120.5% | +37.0% |
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