-99.1%
NVD vs CHD
+0.5%
-99.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +5.6% |
| 7D | +9.0% | -4.7% | +13.8% | +13.5% |
| 30D | -5.5% | -8.3% | +2.9% | +1.9% |
| 3M | -24.6% | -4.0% | -20.6% | -22.0% |
| 6M | -42.1% | -6.5% | -35.5% | -39.0% |
| YTD | -44.3% | +13.1% | -57.4% | -51.6% |
| 1Y | -54.2% | +2.3% | -56.5% | -55.9% |
| All | -99.1% | +0.5% | -99.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling