-61.3%
NVD vs ADVB
+10.9%
-72.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.7% | +4.0% |
| 7D | -7.7% | -14.0% | +6.3% | -7.3% |
| 30D | -5.8% | +41.0% | -46.8% | -6.8% |
| 3M | -23.2% | +127.9% | -151.1% | -28.0% |
| 6M | -49.7% | +101.3% | -151.1% | -52.2% |
| YTD | -47.7% | +53.8% | -101.5% | -49.9% |
| 1Y | -61.3% | +4.4% | -65.8% | -62.3% |
| All | -61.3% | +10.9% | -72.2% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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