-99.2%
NVD vs FIVE
+59.0%
-158.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.1% | +4.2% |
| 7D | -7.7% | +3.7% | -11.3% | -6.4% |
| 30D | -5.8% | +4.0% | -9.8% | -4.5% |
| 3M | -23.2% | +36.2% | -59.4% | -13.3% |
| 6M | -49.7% | +18.0% | -67.7% | -45.6% |
| YTD | -47.7% | +34.9% | -82.6% | -39.8% |
| 1Y | -61.3% | +67.9% | -129.3% | -50.6% |
| 3Y | -99.2% | +57.3% | -156.5% | -98.4% |
| All | -99.2% | +59.0% | -158.2% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling