-99.1%
NVD vs CHD
+5.8%
-105.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | +10.8% | -4.5% | +15.3% | +15.1% |
| 30D | +0.8% | -6.7% | +7.5% | +6.8% |
| 3M | -20.8% | -2.7% | -18.1% | -19.1% |
| 6M | -41.2% | -4.9% | -36.2% | -39.1% |
| YTD | -44.2% | +13.3% | -57.5% | -51.4% |
| 1Y | -54.2% | +1.0% | -55.2% | -55.3% |
| 3Y | -99.1% | +1.3% | -100.5% | -99.1% |
| All | -99.1% | +5.8% | -105.0% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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