-99.2%
NVD vs PL
+466.3%
-565.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.7% |
| 7D | -11.1% | -9.3% | -1.8% | -13.0% |
| 30D | -13.3% | -18.9% | +5.7% | -16.8% |
| 3M | -19.8% | -58.4% | +38.6% | -31.6% |
| 6M | -48.8% | -30.3% | -18.5% | -49.8% |
| YTD | -49.7% | -8.1% | -41.5% | -46.1% |
| 1Y | -61.4% | +180.5% | -241.9% | -42.8% |
| 3Y | -99.1% | +444.1% | -543.3% | -98.1% |
| All | -99.2% | +466.3% | -565.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling