+68.8%
MAR vs NVD
-99.1%
+167.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -0.5% | +10.8% | -11.4% | +0.2% |
| 30D | -5.4% | +0.8% | -6.2% | -5.2% |
| 3M | -15.5% | -20.8% | +5.3% | -16.4% |
| 6M | +3.0% | -41.2% | +44.1% | +0.2% |
| YTD | +8.5% | -44.2% | +52.7% | +5.6% |
| 1Y | +26.0% | -54.2% | +80.1% | +21.1% |
| 3Y | +68.6% | -99.1% | +167.7% | +24.7% |
| All | +68.8% | -99.1% | +167.9% | +24.8% |
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 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