-99.1%
NVD vs BNS
+133.7%
-232.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +5.3% |
| 7D | +9.0% | -2.2% | +11.2% | +6.4% |
| 30D | -5.5% | +4.5% | -9.9% | -0.2% |
| 3M | -24.6% | +14.9% | -39.5% | -10.8% |
| 6M | -42.1% | +32.5% | -74.5% | -18.0% |
| YTD | -44.3% | +28.6% | -72.9% | -23.2% |
| 1Y | -54.2% | +48.4% | -102.5% | -26.1% |
| 3Y | -99.1% | +130.8% | -229.9% | -97.5% |
| All | -99.1% | +133.7% | -232.8% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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