-54.2%
NVD vs AR
+22.8%
-77.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.3% | +4.4% |
| 7D | +9.0% | -1.3% | +10.4% | +9.2% |
| 30D | -5.5% | +3.5% | -9.0% | -5.9% |
| 3M | -24.6% | +9.9% | -34.5% | -25.6% |
| 6M | -42.1% | +4.5% | -46.6% | -42.0% |
| YTD | -44.3% | +13.7% | -58.0% | -43.2% |
| 1Y | -54.2% | +19.2% | -73.4% | -52.7% |
| All | -54.2% | +22.8% | -77.0% | -52.7% |
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