-98.6%
NVD vs M
+111.5%
-210.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.3% | +11.0% |
| 7D | +43.9% | +5.0% | +38.9% | +45.8% |
| 30D | +74.0% | +10.6% | +63.4% | +79.1% |
| 3M | +48.3% | +1.6% | +46.7% | +48.7% |
| 6M | +30.3% | +30.8% | -0.5% | +43.4% |
| YTD | -12.9% | +16.9% | -29.8% | -6.8% |
| 1Y | -4.0% | +26.3% | -30.2% | +5.8% |
| 3Y | -98.5% | +158.6% | -257.1% | -97.7% |
| All | -98.6% | +111.5% | -210.2% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling