-35.5%
MOD vs NVD
-8.4%
-27.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.9% | -13.8% | +1.5% |
| 7D | -17.8% | +43.9% | -61.7% | -2.7% |
| 30D | -43.2% | +74.0% | -117.3% | -26.6% |
| 3M | -46.0% | +48.3% | -94.4% | -33.0% |
| 6M | -62.2% | +30.3% | -92.6% | -53.0% |
| YTD | -22.8% | -12.9% | -9.9% | -16.0% |
| 1Y | -35.5% | -4.0% | -31.5% | -24.3% |
| All | -35.5% | -8.4% | -27.1% | -24.3% |
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