-98.6%
NVD vs FDS
-20.0%
-78.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +10.0% | +9.0% |
| 7D | +17.0% | -2.6% | +19.6% | +17.0% |
| 30D | +77.3% | +14.1% | +63.2% | +78.5% |
| 3M | +61.6% | +19.8% | +41.8% | +63.1% |
| 6M | +40.7% | +55.0% | -14.3% | +45.8% |
| YTD | -10.5% | +15.9% | -26.4% | -16.1% |
| 1Y | -6.1% | +24.2% | -30.3% | -9.5% |
| 3Y | -98.4% | -24.0% | -74.4% | -98.7% |
| All | -98.6% | -20.0% | -78.6% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling