-99.2%
NVD vs CAPR
+11.3%
-110.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +1.8% |
| 7D | +0.5% | -12.6% | +13.2% | +0.3% |
| 30D | -9.3% | +124.4% | -133.7% | -8.0% |
| 3M | -22.1% | -66.8% | +44.7% | -22.5% |
| 6M | -45.8% | -71.8% | +26.0% | -46.1% |
| YTD | -46.7% | -70.1% | +23.3% | -47.0% |
| 1Y | -59.5% | +33.3% | -92.8% | -58.2% |
| 3Y | -99.2% | +36.7% | -135.9% | -99.0% |
| All | -99.2% | +11.3% | -110.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling