-99.2%
NVD vs FDS
-32.6%
-66.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.6% |
| 7D | +0.5% | -8.8% | +9.3% | -0.1% |
| 30D | -9.3% | -1.4% | -7.9% | -9.4% |
| 3M | -22.1% | +13.9% | -36.0% | -21.6% |
| 6M | -45.8% | +27.4% | -73.2% | -44.5% |
| YTD | -46.7% | -2.5% | -44.3% | -50.5% |
| 1Y | -59.5% | -23.8% | -35.7% | -67.6% |
| 3Y | -99.2% | -32.5% | -66.7% | -99.3% |
| All | -99.2% | -32.6% | -66.5% | -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 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