+27.2%
MSCI vs NVD
-98.8%
+126.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +1.2% |
| 7D | +1.5% | +23.8% | -22.3% | +2.4% |
| 30D | +14.4% | +57.0% | -42.6% | +16.7% |
| 3M | +15.2% | +41.6% | -26.4% | +17.3% |
| 6M | +11.2% | +17.6% | -6.4% | +12.7% |
| YTD | +13.9% | -21.4% | +35.3% | +13.6% |
| 1Y | +12.5% | -23.3% | +35.8% | +12.2% |
| 3Y | +32.3% | -98.7% | +131.0% | +4.4% |
| All | +27.2% | -98.8% | +126.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling