+38.7%
MOD vs NVD
-61.7%
+100.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | +0.1% |
| 7D | +6.3% | -7.7% | +14.0% | +3.6% |
| 30D | -1.7% | -5.8% | +4.1% | -2.2% |
| 3M | -30.1% | -23.2% | -6.9% | -33.6% |
| 6M | +2.7% | -49.7% | +52.4% | -12.2% |
| YTD | +44.1% | -47.7% | +91.8% | +26.2% |
| 1Y | +38.7% | -61.3% | +100.1% | +13.6% |
| All | +38.7% | -61.7% | +100.5% | +13.6% |
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