-61.4%
NVD vs AR
+22.7%
-84.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -11.1% | +2.5% | -13.6% | -11.3% |
| 30D | -13.3% | +14.8% | -28.1% | -14.4% |
| 3M | -19.8% | +6.2% | -26.0% | -21.1% |
| 6M | -48.8% | +4.3% | -53.1% | -48.8% |
| YTD | -49.7% | +14.4% | -64.0% | -48.6% |
| 1Y | -61.4% | +21.3% | -82.7% | -60.1% |
| All | -61.4% | +22.7% | -84.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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