+12.8%
MSCI vs NVD
-99.2%
+112.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +0.4% | -11.1% | +11.5% | -0.1% |
| 30D | +0.6% | -13.3% | +13.8% | +0.1% |
| 3M | -7.1% | -19.8% | +12.7% | -7.6% |
| 6M | +0.8% | -48.8% | +49.6% | -1.7% |
| YTD | +1.0% | -49.7% | +50.6% | -1.4% |
| 1Y | +4.3% | -61.4% | +65.7% | +0.8% |
| 3Y | +9.9% | -99.1% | +109.1% | -14.2% |
| All | +12.8% | -99.2% | +112.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling