-32.6%
MOD vs NVD
-27.4%
-5.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.5% | -27.9% | -18.8% |
| 7D | -31.3% | +15.0% | -46.3% | -26.5% |
| 30D | -46.1% | +39.3% | -85.4% | -37.4% |
| 3M | -51.1% | +3.1% | -54.3% | -48.2% |
| 6M | -62.1% | -19.0% | -43.1% | -60.9% |
| YTD | -26.2% | -35.5% | +9.3% | -29.3% |
| 1Y | -32.6% | -30.2% | -2.4% | -31.3% |
| All | -32.6% | -27.4% | -5.2% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling