-61.4%
NVD vs DVA
+35.1%
-96.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -11.1% | +1.8% | -12.9% | -11.6% |
| 30D | -13.3% | -2.5% | -10.8% | -12.7% |
| 3M | -19.8% | -4.3% | -15.6% | -17.9% |
| 6M | -48.8% | +18.9% | -67.7% | -50.0% |
| YTD | -49.7% | +61.9% | -111.6% | -55.4% |
| 1Y | -61.4% | +35.7% | -97.1% | -64.5% |
| All | -61.4% | +35.1% | -96.5% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling