-99.2%
NVD vs BR
+0.1%
-99.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.8% |
| 7D | +0.5% | -5.0% | +5.5% | -0.7% |
| 30D | -9.3% | -2.5% | -6.8% | -9.8% |
| 3M | -22.1% | +13.5% | -35.6% | -19.4% |
| 6M | -45.8% | -9.4% | -36.4% | -48.9% |
| YTD | -46.7% | -23.3% | -23.4% | -55.7% |
| 1Y | -59.5% | -31.6% | -27.9% | -69.5% |
| 3Y | -99.2% | -5.1% | -94.1% | -99.1% |
| All | -99.2% | +0.1% | -99.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling