-98.6%
NVD vs CAPR
+14.3%
-112.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -9.9% | +20.8% | +10.7% |
| 7D | +43.9% | +7.6% | +36.2% | +44.1% |
| 30D | +74.0% | +13.3% | +60.7% | +74.4% |
| 3M | +48.3% | +130.4% | -82.1% | +50.6% |
| 6M | +30.3% | -70.8% | +101.1% | +29.7% |
| YTD | -12.9% | -69.3% | +56.4% | -13.1% |
| 1Y | -4.0% | +59.5% | -63.5% | +0.1% |
| 3Y | -98.5% | +216.8% | -315.2% | -98.3% |
| All | -98.6% | +14.3% | -112.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling