-98.7%
NVD vs AR
+37.5%
-136.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.1% |
| 7D | +27.3% | +2.1% | +25.2% | +28.3% |
| 30D | +59.9% | +4.5% | +55.4% | +63.2% |
| 3M | +39.4% | +1.0% | +38.4% | +40.0% |
| 6M | +27.6% | +4.4% | +23.2% | +29.6% |
| YTD | -17.9% | +10.9% | -28.8% | -13.3% |
| 1Y | -14.5% | +8.6% | -23.0% | -10.5% |
| 3Y | -98.6% | +48.5% | -147.1% | -98.2% |
| All | -98.7% | +37.5% | -136.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling