-98.7%
NVD vs FIVE
+42.1%
-140.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.6% | +3.1% | +10.6% |
| 7D | +23.8% | +6.2% | +17.6% | +26.4% |
| 30D | +57.0% | +18.2% | +38.8% | +66.5% |
| 3M | +41.6% | +3.8% | +37.7% | +43.4% |
| 6M | +17.6% | +13.7% | +3.8% | +24.1% |
| YTD | -21.4% | +34.7% | -56.1% | -9.6% |
| 1Y | -23.3% | +66.6% | -89.9% | -3.8% |
| 3Y | -98.7% | +44.3% | -143.0% | -97.6% |
| All | -98.7% | +42.1% | -140.7% | -97.6% |
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