-30.2%
NVD vs BUD
+38.4%
-68.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.3% |
| 7D | +15.0% | +3.3% | +11.6% | +13.7% |
| 30D | +39.3% | +11.8% | +27.4% | +35.9% |
| 3M | +3.1% | -1.1% | +4.2% | +2.8% |
| 6M | -19.0% | +14.9% | -33.9% | -21.4% |
| YTD | -35.5% | +32.6% | -68.1% | -42.0% |
| 1Y | -30.2% | +37.2% | -67.4% | -38.3% |
| All | -30.2% | +38.4% | -68.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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