+24.9%
F vs NVD
-98.6%
+123.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.9% | -12.8% | -1.3% |
| 7D | -0.2% | +43.9% | -44.1% | +1.9% |
| 30D | +0.9% | +74.0% | -73.1% | +4.2% |
| 3M | -11.3% | +48.3% | -59.7% | -9.0% |
| 6M | +2.0% | +30.3% | -28.3% | +4.7% |
| YTD | -3.2% | -12.9% | +9.7% | -2.2% |
| 1Y | -3.5% | -4.0% | +0.5% | -1.9% |
| 3Y | +48.1% | -98.5% | +146.6% | +23.2% |
| All | +24.9% | -98.6% | +123.6% | +2.7% |
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