+48.7%
F vs NVD
-99.2%
+148.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.4% |
| 7D | +5.3% | -11.1% | +16.4% | +4.7% |
| 30D | +4.6% | -13.3% | +17.8% | +4.0% |
| 3M | -3.7% | -19.8% | +16.2% | -4.3% |
| 6M | +16.8% | -48.8% | +65.6% | +14.0% |
| YTD | +15.3% | -49.7% | +64.9% | +12.7% |
| 1Y | +31.0% | -61.4% | +92.4% | +26.9% |
| 3Y | +45.4% | -99.1% | +144.6% | +16.3% |
| All | +48.7% | -99.2% | +148.0% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling