-99.2%
NVD vs COMP
+242.4%
-341.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +3.2% |
| 7D | -7.7% | +4.1% | -11.7% | -6.7% |
| 30D | -5.8% | -14.5% | +8.8% | -8.7% |
| 3M | -23.2% | +41.8% | -65.0% | -15.9% |
| 6M | -49.7% | +23.6% | -73.3% | -44.7% |
| YTD | -47.7% | +1.7% | -49.4% | -44.1% |
| 1Y | -61.3% | +12.6% | -73.9% | -57.9% |
| 3Y | -99.2% | +221.9% | -321.0% | -98.9% |
| All | -99.2% | +242.4% | -341.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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