-99.1%
NVD vs BG
+18.0%
-117.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +10.8% | +3.1% | +7.7% | +10.5% |
| 30D | +0.8% | +10.2% | -9.5% | -0.3% |
| 3M | -20.8% | -1.7% | -19.2% | -20.9% |
| 6M | -41.2% | +1.0% | -42.1% | -41.3% |
| YTD | -44.2% | +39.9% | -84.1% | -47.0% |
| 1Y | -54.2% | +53.2% | -107.4% | -56.8% |
| 3Y | -99.1% | +16.3% | -115.4% | -99.0% |
| All | -99.1% | +18.0% | -117.1% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling