-99.1%
NVD vs BR
-0.1%
-99.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.2% |
| 7D | +10.8% | -3.0% | +13.8% | +10.0% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | -20.8% | +17.3% | -38.1% | -17.0% |
| 6M | -41.2% | -6.7% | -34.5% | -43.8% |
| YTD | -44.2% | -23.4% | -20.8% | -53.6% |
| 1Y | -54.2% | -32.7% | -21.5% | -65.9% |
| 3Y | -99.1% | -5.9% | -93.2% | -99.1% |
| All | -99.1% | -0.1% | -99.0% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling