-98.8%
NVD vs AR
+19.9%
-118.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.9% |
| 7D | +16.8% | -14.3% | +31.1% | +9.5% |
| 30D | +54.3% | +1.4% | +52.9% | +56.0% |
| 3M | +24.3% | +3.4% | +20.9% | +26.7% |
| 6M | +0.6% | -2.1% | +2.6% | -0.4% |
| YTD | -27.7% | +4.7% | -32.4% | -25.2% |
| 1Y | -29.4% | +10.6% | -40.0% | -23.8% |
| 3Y | -98.8% | +24.6% | -123.4% | -98.4% |
| All | -98.8% | +19.9% | -118.8% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling