-99.2%
NVD vs APD
+12.2%
-111.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.6% |
| 7D | -7.7% | -2.5% | -5.2% | -8.1% |
| 30D | -5.8% | -1.9% | -3.9% | -6.2% |
| 3M | -23.2% | +8.2% | -31.4% | -21.5% |
| 6M | -49.7% | +10.7% | -60.5% | -48.2% |
| YTD | -47.7% | +22.9% | -70.6% | -44.7% |
| 1Y | -61.3% | +5.8% | -67.1% | -61.4% |
| 3Y | -99.2% | +7.8% | -106.9% | -99.2% |
| All | -99.2% | +12.2% | -111.4% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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