-59.5%
NVD vs FIVE
+64.7%
-124.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +1.0% |
| 7D | +0.5% | +1.7% | -1.1% | +1.1% |
| 30D | -9.3% | +5.0% | -14.3% | -7.4% |
| 3M | -22.1% | +29.5% | -51.6% | -13.0% |
| 6M | -45.8% | +12.4% | -58.2% | -42.0% |
| YTD | -46.7% | +31.2% | -77.9% | -35.3% |
| 1Y | -59.5% | +72.9% | -132.3% | -39.2% |
| All | -59.5% | +64.7% | -124.2% | -39.2% |
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