-99.1%
NVD vs IT
-51.9%
-47.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +4.6% |
| 7D | +9.0% | -12.7% | +21.7% | +5.1% |
| 30D | -5.5% | -8.9% | +3.4% | -7.7% |
| 3M | -24.6% | +10.1% | -34.8% | -23.5% |
| 6M | -42.1% | +7.3% | -49.3% | -41.8% |
| YTD | -44.3% | -32.4% | -12.0% | -56.8% |
| 1Y | -54.2% | -26.6% | -27.5% | -62.2% |
| All | -99.1% | -51.9% | -47.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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