-99.1%
NVD vs RGEN
+2.6%
-101.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.4% |
| 7D | +10.8% | -1.4% | +12.3% | +10.2% |
| 30D | +0.8% | -0.3% | +1.1% | +1.0% |
| 3M | -20.8% | +23.9% | -44.7% | -13.1% |
| 6M | -41.2% | +38.5% | -79.7% | -31.3% |
| YTD | -44.2% | +0.8% | -45.0% | -42.6% |
| 1Y | -54.2% | +38.2% | -92.4% | -45.1% |
| 3Y | -99.1% | +1.3% | -100.4% | -99.1% |
| All | -99.1% | +2.6% | -101.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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