-98.8%
NVD vs PL
+349.1%
-447.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +14.5% | -5.8% | +12.1% |
| 7D | +23.8% | +10.9% | +12.9% | +27.9% |
| 30D | +57.0% | -16.4% | +73.3% | +53.1% |
| 3M | +41.6% | -39.9% | +81.5% | +29.4% |
| 6M | +17.6% | -63.2% | +80.8% | 0.0% |
| YTD | -21.4% | -27.1% | +5.7% | -18.5% |
| 1Y | -23.3% | +12.2% | -35.5% | -10.0% |
| 3Y | -98.7% | +584.3% | -683.0% | -97.1% |
| All | -98.8% | +349.1% | -447.8% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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