-13.4%
NVD vs AS
+8.1%
-21.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +10.0% |
| 7D | +23.8% | +5.8% | +18.0% | +26.6% |
| 30D | +57.0% | +15.4% | +41.6% | +66.8% |
| 3M | +41.6% | -11.9% | +53.5% | +31.3% |
| 6M | +17.6% | -9.9% | +27.5% | +11.8% |
| YTD | -21.4% | -13.1% | -8.3% | -20.6% |
| All | -13.4% | +8.1% | -21.4% | -8.7% |
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