-61.4%
NVD vs A
+21.7%
-83.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.2% |
| 7D | -11.1% | -1.9% | -9.2% | -11.6% |
| 30D | -13.3% | +6.9% | -20.2% | -11.7% |
| 3M | -19.8% | +9.2% | -29.1% | -17.8% |
| 6M | -48.8% | +25.7% | -74.5% | -45.5% |
| YTD | -49.7% | +11.5% | -61.2% | -47.7% |
| 1Y | -61.4% | +18.4% | -79.7% | -59.1% |
| All | -61.4% | +21.7% | -83.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling