+0.6%
NVD vs ADVB
-68.6%
+69.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.2% | -9.7% | -5.5% |
| 7D | +16.8% | -13.9% | +30.7% | +16.9% |
| 30D | +54.3% | -68.1% | +122.4% | +56.2% |
| 3M | +24.3% | -73.4% | +97.7% | +26.0% |
| 6M | +0.6% | -70.8% | +71.4% | +2.9% |
| All | +0.6% | -68.6% | +69.2% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling