-59.5%
NVD vs CAPR
+35.4%
-94.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +1.9% |
| 7D | +0.5% | -12.6% | +13.2% | +0.5% |
| 30D | -9.3% | +124.4% | -133.7% | -9.2% |
| 3M | -22.1% | -66.8% | +44.7% | -22.1% |
| 6M | -45.8% | -71.8% | +26.0% | -45.8% |
| YTD | -46.7% | -70.1% | +23.3% | -46.8% |
| 1Y | -59.5% | +33.3% | -92.8% | -61.4% |
| All | -59.5% | +35.4% | -94.9% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling