-99.1%
NVD vs DTE
+40.1%
-139.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | +10.8% | -2.6% | +13.4% | +13.1% |
| 30D | +0.8% | -4.4% | +5.2% | +4.4% |
| 3M | -20.8% | -8.3% | -12.5% | -15.4% |
| 6M | -41.2% | -8.1% | -33.1% | -37.5% |
| YTD | -44.2% | +4.4% | -48.6% | -46.6% |
| 1Y | -54.2% | +0.2% | -54.3% | -54.6% |
| 3Y | -99.1% | +42.6% | -141.7% | -99.4% |
| All | -99.1% | +40.1% | -139.2% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling