-12.4%
NVD vs ADVB
-64.3%
+51.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +42.7% | -33.6% | +8.4% |
| 7D | +17.0% | +74.2% | -57.2% | +16.3% |
| 30D | +77.3% | -35.9% | +113.1% | +78.5% |
| 3M | +61.6% | -56.4% | +118.1% | +64.0% |
| 6M | +40.7% | -36.7% | +77.4% | +37.1% |
| YTD | -10.5% | -43.3% | +32.8% | -11.6% |
| All | -12.4% | -64.3% | +51.8% | -14.2% |
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