-98.4%
NVD vs PL
+540.6%
-639.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.1% | +12.1% | +8.3% |
| 7D | +17.0% | +22.3% | -5.2% | +23.1% |
| 30D | +77.3% | -8.3% | +85.6% | +76.5% |
| 3M | +61.6% | -43.3% | +104.9% | +45.7% |
| 6M | +40.7% | -65.8% | +106.5% | +17.4% |
| YTD | -10.5% | -29.5% | +19.0% | -7.8% |
| 1Y | -6.1% | +11.7% | -17.9% | +10.1% |
| All | -98.4% | +540.6% | -639.0% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling