-6.6%
LOW vs NVD
-99.2%
+92.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.0% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -9.3% | -9.3% | 0.0% | -9.4% |
| 3M | -8.1% | -22.1% | +14.0% | -8.5% |
| 6M | -19.8% | -45.8% | +26.0% | -20.9% |
| YTD | -16.4% | -46.7% | +30.3% | -17.5% |
| 1Y | -24.7% | -59.5% | +34.8% | -26.2% |
| 3Y | -8.8% | -99.2% | +90.3% | -28.5% |
| All | -6.6% | -99.2% | +92.6% | -26.8% |
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 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