+22.6%
F vs NVD
-98.5%
+121.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.3% |
| 7D | -3.1% | +28.6% | -31.7% | -1.7% |
| 30D | 0.0% | +73.6% | -73.6% | +3.3% |
| 3M | -13.2% | +70.1% | -83.3% | -10.2% |
| 6M | -10.2% | +53.6% | -63.8% | -7.0% |
| YTD | -4.9% | -7.0% | +2.1% | -3.6% |
| 1Y | -6.1% | -9.0% | +2.9% | -4.7% |
| 3Y | +46.0% | -98.3% | +144.3% | +22.0% |
| All | +22.6% | -98.5% | +121.2% | +1.2% |
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