-98.6%
NVD vs AS
+120.4%
-219.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -4.9% | +0.8% |
| 7D | -11.1% | -4.9% | -6.2% | -13.9% |
| 30D | -13.3% | -19.6% | +6.3% | -24.4% |
| 3M | -19.8% | -14.4% | -5.4% | -26.5% |
| 6M | -48.8% | -20.1% | -28.7% | -53.6% |
| YTD | -49.7% | -20.9% | -28.7% | -54.1% |
| 1Y | -61.4% | -21.9% | -39.5% | -64.6% |
| All | -98.6% | +120.4% | -219.0% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling