-99.2%
NVD vs AR
+40.6%
-139.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.5% |
| 7D | -7.7% | -1.8% | -5.8% | -8.4% |
| 30D | -5.8% | +12.6% | -18.4% | -0.8% |
| 3M | -23.2% | +10.0% | -33.2% | -20.5% |
| 6M | -49.7% | +0.6% | -50.4% | -50.3% |
| YTD | -47.7% | +13.4% | -61.1% | -44.3% |
| 1Y | -61.3% | +21.7% | -83.0% | -56.2% |
| 3Y | -99.2% | +45.8% | -145.0% | -98.9% |
| All | -99.2% | +40.6% | -139.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling