+104.1%
NU vs NVD
-99.2%
+203.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -1.9% |
| 7D | -2.6% | +0.5% | -3.1% | -2.5% |
| 30D | +8.2% | -9.3% | +17.5% | +7.2% |
| 3M | +26.3% | -22.1% | +48.3% | +23.0% |
| 6M | +2.2% | -45.8% | +48.1% | -4.8% |
| YTD | -10.4% | -46.7% | +36.3% | -15.9% |
| 1Y | -3.0% | -59.5% | +56.5% | -11.7% |
| 3Y | +120.3% | -99.2% | +219.4% | +24.6% |
| All | +104.1% | -99.2% | +203.2% | +15.5% |
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 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