-98.5%
NVD vs PL
+331.6%
-430.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +3.8% |
| 7D | +28.6% | +10.0% | +18.6% | +31.6% |
| 30D | +73.6% | -2.3% | +75.9% | +75.2% |
| 3M | +70.1% | -44.2% | +114.3% | +52.9% |
| 6M | +53.6% | -66.1% | +119.7% | +28.2% |
| YTD | -7.0% | -30.0% | +23.0% | -4.4% |
| 1Y | -9.0% | +21.0% | -30.0% | +8.4% |
| 3Y | -98.3% | +516.5% | -614.9% | -96.4% |
| All | -98.5% | +331.6% | -430.1% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling