-97.5%
NVD vs AS
+125.3%
-222.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.9% | +11.9% | +7.3% |
| 7D | +17.0% | -3.6% | +20.6% | +14.5% |
| 30D | +77.3% | +3.4% | +73.9% | +81.0% |
| 3M | +61.6% | -8.6% | +70.2% | +53.1% |
| 6M | +40.7% | -10.0% | +50.7% | +34.0% |
| YTD | -10.5% | -19.2% | +8.7% | -17.0% |
| 1Y | -6.1% | -3.8% | -2.3% | -2.1% |
| All | -97.5% | +125.3% | -222.8% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling