-14.5%
NVD vs CAPR
+90.5%
-104.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +26.5% | -32.3% | -5.7% |
| 7D | +27.3% | +25.8% | +1.5% | +27.5% |
| 30D | +59.9% | +50.2% | +9.7% | +60.2% |
| 3M | +39.4% | +185.5% | -146.1% | +39.9% |
| 6M | +27.6% | -64.8% | +92.4% | +27.7% |
| YTD | -17.9% | -61.1% | +43.2% | -17.9% |
| 1Y | -14.5% | +81.0% | -95.4% | -15.7% |
| All | -14.5% | +90.5% | -104.9% | -15.7% |
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