+9.4%
IR vs NVD
-99.1%
+108.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -4.5% | +10.8% | -15.3% | -3.5% |
| 30D | -13.9% | +0.8% | -14.7% | -13.6% |
| 3M | -0.3% | -20.8% | +20.5% | -1.8% |
| 6M | -14.3% | -41.2% | +26.8% | -17.4% |
| YTD | -7.9% | -44.2% | +36.3% | -11.3% |
| 1Y | -9.9% | -54.2% | +44.3% | -14.4% |
| 3Y | +6.5% | -99.1% | +105.7% | -26.0% |
| All | +9.4% | -99.1% | +108.5% | -23.9% |
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