-54.2%
NVD vs FDS
-27.2%
-26.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +10.8% | -14.0% | +24.8% | +13.4% |
| 30D | +0.8% | -6.2% | +7.0% | +1.2% |
| 3M | -20.8% | +10.2% | -31.0% | -22.9% |
| 6M | -41.2% | +27.4% | -68.6% | -44.7% |
| YTD | -44.2% | -9.3% | -34.9% | -45.2% |
| 1Y | -54.2% | -28.6% | -25.5% | -55.2% |
| All | -54.2% | -27.2% | -26.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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