-99.1%
NVD vs M
+84.6%
-183.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.5% | +2.7% |
| 7D | +10.8% | -4.2% | +15.0% | +9.5% |
| 30D | +0.8% | -7.2% | +7.9% | -1.4% |
| 3M | -20.8% | -11.1% | -9.7% | -23.5% |
| 6M | -41.2% | +28.8% | -69.9% | -34.8% |
| YTD | -44.2% | +2.0% | -46.2% | -42.6% |
| 1Y | -54.2% | +31.3% | -85.4% | -47.8% |
| 3Y | -99.1% | +119.1% | -218.2% | -98.7% |
| All | -99.1% | +84.6% | -183.8% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling