-99.2%
NVD vs AR
+40.8%
-139.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.5% | -1.2% | +1.7% | 0.0% |
| 30D | -9.3% | +5.5% | -14.8% | -7.2% |
| 3M | -22.1% | +12.9% | -35.0% | -18.3% |
| 6M | -45.8% | +0.1% | -45.9% | -46.6% |
| YTD | -46.7% | +13.5% | -60.2% | -43.2% |
| 1Y | -59.5% | +21.6% | -81.0% | -54.2% |
| 3Y | -99.2% | +46.0% | -145.1% | -98.9% |
| All | -99.2% | +40.8% | -139.9% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling