+7.3%
MSCI vs NVD
-99.2%
+106.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.6% |
| 7D | -2.1% | -7.7% | +5.6% | -2.4% |
| 30D | -1.7% | -5.8% | +4.1% | -1.8% |
| 3M | -8.2% | -23.2% | +15.0% | -9.0% |
| 6M | -2.4% | -49.7% | +47.3% | -5.0% |
| YTD | -2.8% | -47.7% | +44.9% | -4.9% |
| 1Y | -2.7% | -61.3% | +58.7% | -6.0% |
| 3Y | +7.3% | -99.2% | +106.5% | -17.2% |
| All | +7.3% | -99.2% | +106.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling