-98.4%
NVD vs COMP
+414.9%
-513.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.1% | +11.2% | +8.6% |
| 7D | +17.0% | +8.9% | +8.1% | +19.6% |
| 30D | +77.3% | +14.0% | +63.3% | +83.7% |
| 3M | +61.6% | -21.1% | +82.7% | +55.7% |
| 6M | +40.7% | +20.1% | +20.6% | +50.4% |
| YTD | -10.5% | -5.0% | -5.5% | -4.8% |
| 1Y | -6.1% | +5.7% | -11.8% | +2.0% |
| All | -98.4% | +414.9% | -513.3% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling