-99.2%
NVD vs FGI
-11.0%
-88.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.9% |
| 7D | -7.7% | +5.2% | -12.8% | -7.7% |
| 30D | -5.8% | +65.2% | -71.0% | -7.0% |
| 3M | -23.2% | +30.2% | -53.4% | -23.8% |
| 6M | -49.7% | +87.8% | -137.5% | -50.9% |
| YTD | -47.7% | +32.5% | -80.1% | -48.6% |
| 1Y | -61.3% | +93.6% | -154.9% | -63.3% |
| 3Y | -99.2% | -2.6% | -96.6% | -99.2% |
| All | -99.2% | -11.0% | -88.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling