+9.6%
IR vs NVD
-99.1%
+108.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -0.2% |
| 7D | -3.1% | +9.0% | -12.1% | -2.2% |
| 30D | -14.0% | -5.5% | -8.5% | -14.2% |
| 3M | +3.7% | -24.6% | +28.3% | +1.7% |
| 6M | -15.4% | -42.1% | +26.7% | -18.5% |
| YTD | -7.7% | -44.3% | +36.7% | -11.1% |
| 1Y | -8.8% | -54.2% | +45.4% | -13.4% |
| 3Y | +5.6% | -99.1% | +104.7% | -26.6% |
| All | +9.6% | -99.1% | +108.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling