+345.8%
NET vs NVD
-99.0%
+444.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.0% | -1.1% |
| 7D | -16.4% | +15.0% | -31.3% | -13.4% |
| 30D | -25.8% | +39.3% | -65.1% | -19.5% |
| 3M | -11.5% | +3.1% | -14.7% | -9.0% |
| 6M | +18.9% | -19.0% | +37.9% | +18.7% |
| YTD | +35.2% | -35.5% | +70.7% | +30.9% |
| 1Y | +14.5% | -30.2% | +44.6% | +14.1% |
| 3Y | +313.8% | -99.0% | +412.8% | +77.9% |
| All | +345.8% | -99.0% | +444.8% | +91.2% |
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 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