-99.2%
NVD vs IT
-48.3%
-50.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.4% | +11.3% | +1.8% |
| 7D | -7.7% | -9.1% | +1.5% | -10.0% |
| 30D | -5.8% | -7.0% | +1.2% | -7.5% |
| 3M | -23.2% | +7.6% | -30.8% | -23.0% |
| 6M | -49.7% | +2.1% | -51.9% | -51.1% |
| YTD | -47.7% | -31.6% | -16.1% | -59.3% |
| 1Y | -61.3% | -29.9% | -31.4% | -69.5% |
| 3Y | -99.2% | -51.3% | -47.9% | -99.5% |
| All | -99.2% | -48.3% | -50.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling