-99.2%
NVD vs A
+27.5%
-126.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.5% | +2.2% |
| 7D | -7.7% | -2.1% | -5.6% | -8.7% |
| 30D | -5.8% | +0.6% | -6.4% | -5.1% |
| 3M | -23.2% | +10.9% | -34.1% | -17.5% |
| 6M | -49.7% | +28.2% | -77.9% | -40.2% |
| YTD | -47.7% | +8.6% | -56.3% | -44.3% |
| 1Y | -61.3% | +15.5% | -76.9% | -56.5% |
| 3Y | -99.2% | +31.8% | -131.0% | -98.9% |
| All | -99.2% | +27.5% | -126.7% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling