-99.2%
NVD vs BB
+74.2%
-173.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -11.1% | -5.6% | -5.5% | -12.8% |
| 30D | -13.3% | -11.8% | -1.5% | -15.6% |
| 3M | -19.8% | -25.5% | +5.7% | -24.7% |
| 6M | -48.8% | +121.3% | -170.1% | -27.4% |
| YTD | -49.7% | +103.2% | -152.8% | -30.5% |
| 1Y | -61.4% | +102.6% | -164.0% | -45.8% |
| 3Y | -99.1% | +37.5% | -136.6% | -98.6% |
| All | -99.2% | +74.2% | -173.4% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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