-99.2%
NVD vs M
+120.4%
-219.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +3.1% |
| 7D | -7.7% | +2.4% | -10.0% | -6.9% |
| 30D | -5.8% | -11.6% | +5.8% | -9.4% |
| 3M | -23.2% | +1.6% | -24.8% | -22.4% |
| 6M | -49.7% | +25.2% | -74.9% | -45.0% |
| YTD | -47.7% | +3.8% | -51.4% | -46.0% |
| 1Y | -61.3% | +36.3% | -97.7% | -55.5% |
| 3Y | -99.2% | +116.3% | -215.5% | -98.8% |
| All | -99.2% | +120.4% | -219.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling