-99.1%
NVD vs RUN
-38.5%
-60.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.3% |
| 7D | +9.0% | -3.4% | +12.4% | +8.7% |
| 30D | -5.5% | -14.0% | +8.5% | -6.6% |
| 3M | -24.6% | -27.5% | +2.9% | -26.2% |
| 6M | -42.1% | -29.0% | -13.1% | -43.0% |
| YTD | -44.3% | -53.1% | +8.8% | -46.2% |
| 1Y | -54.2% | -46.7% | -7.5% | -55.2% |
| All | -99.1% | -38.5% | -60.6% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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