+14.6%
IR vs NVD
-99.2%
+113.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.1% |
| 7D | -2.8% | -11.1% | +8.3% | -3.9% |
| 30D | -15.1% | -13.3% | -1.9% | -16.1% |
| 3M | +6.1% | -19.8% | +25.9% | +4.8% |
| 6M | -16.8% | -48.8% | +32.0% | -20.8% |
| YTD | -3.5% | -49.7% | +46.1% | -8.1% |
| 1Y | -3.5% | -61.4% | +57.9% | -9.9% |
| 3Y | +9.5% | -99.1% | +108.6% | -24.4% |
| All | +14.6% | -99.2% | +113.8% | -21.2% |
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