-99.2%
NVD vs FDS
-30.3%
-68.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.3% | +8.2% | +3.6% |
| 7D | -7.7% | -5.4% | -2.3% | -8.0% |
| 30D | -5.8% | +1.6% | -7.4% | -5.7% |
| 3M | -23.2% | +17.7% | -40.9% | -22.7% |
| 6M | -49.7% | +29.1% | -78.8% | -48.8% |
| YTD | -47.7% | +1.0% | -48.7% | -51.2% |
| 1Y | -61.3% | -21.6% | -39.7% | -68.9% |
| All | -99.2% | -30.3% | -68.8% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling