-99.1%
NVD vs AFL
+66.0%
-165.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | +10.8% | -1.6% | +12.5% | +11.3% |
| 30D | +0.8% | -4.0% | +4.8% | +1.8% |
| 3M | -20.8% | -0.5% | -20.3% | -20.4% |
| 6M | -41.2% | +6.5% | -47.7% | -41.3% |
| YTD | -44.2% | +6.2% | -50.4% | -44.2% |
| 1Y | -54.2% | +8.3% | -62.4% | -54.2% |
| 3Y | -99.1% | +62.5% | -161.7% | -99.1% |
| All | -99.1% | +66.0% | -165.1% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling