+65.8%
MAR vs NVD
-99.2%
+165.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.0% |
| 7D | -1.7% | -7.7% | +5.9% | -2.2% |
| 30D | -6.9% | -5.8% | -1.1% | -7.1% |
| 3M | -15.8% | -23.2% | +7.4% | -16.8% |
| 6M | +1.9% | -49.7% | +51.7% | -1.9% |
| YTD | +6.6% | -47.7% | +54.3% | +3.2% |
| 1Y | +23.7% | -61.3% | +85.0% | +17.4% |
| 3Y | +64.6% | -99.2% | +163.8% | +21.2% |
| All | +65.8% | -99.2% | +165.0% | +22.1% |
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