-30.2%
NVD vs FIVE
+63.3%
-93.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.7% | -0.2% | +7.4% |
| 7D | +15.0% | +7.5% | +7.5% | +16.1% |
| 30D | +39.3% | +16.7% | +22.6% | +42.6% |
| 3M | +3.1% | +13.4% | -10.2% | +6.4% |
| 6M | -19.0% | +9.0% | -28.0% | -17.1% |
| YTD | -35.5% | +33.8% | -69.3% | -24.5% |
| 1Y | -30.2% | +61.2% | -91.4% | -9.7% |
| All | -30.2% | +63.3% | -93.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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