-98.7%
NVD vs COMP
+226.8%
-325.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.5% | -5.2% |
| 7D | +27.3% | +2.2% | +25.1% | +28.9% |
| 30D | +59.9% | +16.3% | +43.6% | +66.6% |
| 3M | +39.4% | -19.1% | +58.6% | +34.8% |
| 6M | +27.6% | +17.1% | +10.5% | +35.9% |
| YTD | -17.9% | -2.9% | -15.0% | -12.2% |
| 1Y | -14.5% | +8.8% | -23.3% | -6.3% |
| 3Y | -98.6% | +423.5% | -522.0% | -97.8% |
| All | -98.7% | +226.8% | -325.5% | -98.3% |
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