+19.2%
IR vs NVD
+51.8%
-32.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | 0.0% |
| 7D | +2.5% | +28.6% | -26.1% | +4.9% |
| 30D | +9.2% | +73.6% | -64.5% | +15.6% |
| 3M | +0.9% | +70.1% | -69.1% | +7.6% |
| 6M | +19.2% | +53.6% | -34.3% | +28.2% |
| All | +19.2% | +51.8% | -32.6% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling