-99.2%
NVD vs ARWR
+188.1%
-287.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.0% |
| 7D | +0.5% | -3.2% | +3.7% | -0.4% |
| 30D | -9.3% | -6.5% | -2.8% | -10.8% |
| 3M | -22.1% | +12.7% | -34.8% | -18.3% |
| 6M | -45.8% | +36.2% | -82.0% | -38.7% |
| YTD | -46.7% | +24.5% | -71.2% | -41.0% |
| 1Y | -59.5% | +198.0% | -257.4% | -39.4% |
| 3Y | -99.2% | +176.4% | -275.5% | -98.3% |
| All | -99.2% | +188.1% | -287.3% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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