-30.2%
NVD vs BG
+7.2%
-37.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.0% | +6.0% |
| 7D | +15.0% | -3.8% | +18.7% | +15.7% |
| 30D | +39.3% | -9.6% | +48.9% | +41.7% |
| 3M | +3.1% | -8.5% | +11.7% | +5.4% |
| 6M | -19.0% | -23.0% | +4.1% | -14.6% |
| YTD | -35.5% | +10.9% | -46.4% | -49.9% |
| 1Y | -30.2% | +6.0% | -36.2% | -41.4% |
| All | -30.2% | +7.2% | -37.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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