-99.1%
NVD vs MKTX
-31.6%
-67.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +9.0% | -0.2% | +9.2% | +9.1% |
| 30D | -5.5% | +0.8% | -6.3% | -5.6% |
| 3M | -24.6% | +41.1% | -65.8% | -28.7% |
| 6M | -42.1% | -9.5% | -32.5% | -39.8% |
| YTD | -44.3% | -8.7% | -35.7% | -42.2% |
| 1Y | -54.2% | -10.0% | -44.2% | -52.4% |
| 3Y | -99.1% | -24.6% | -74.5% | -99.1% |
| All | -99.1% | -31.6% | -67.5% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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