-30.2%
NVD vs AS
+3.3%
-33.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +8.7% |
| 7D | +15.0% | +13.8% | +1.2% | +21.7% |
| 30D | +39.3% | +16.7% | +22.6% | +49.5% |
| 3M | +3.1% | -11.5% | +14.6% | -4.3% |
| 6M | -19.0% | -5.5% | -13.5% | -20.4% |
| YTD | -35.5% | -14.2% | -21.3% | -35.8% |
| 1Y | -30.2% | +2.1% | -32.3% | -23.1% |
| All | -30.2% | +3.3% | -33.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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