-54.2%
NVD vs M
+25.2%
-79.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.7% | +9.2% | +3.9% |
| 7D | +9.0% | -8.8% | +17.8% | +8.0% |
| 30D | -5.5% | -16.4% | +10.9% | -7.1% |
| 3M | -24.6% | -10.8% | -13.8% | -25.1% |
| 6M | -42.1% | +16.1% | -58.2% | -40.4% |
| YTD | -44.3% | -5.3% | -39.1% | -43.4% |
| 1Y | -54.2% | +24.9% | -79.0% | -52.3% |
| All | -54.2% | +25.2% | -79.3% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling