-61.4%
NVD vs S
+10.1%
-71.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.2% |
| 7D | -11.1% | -7.7% | -3.4% | -13.2% |
| 30D | -13.3% | -5.3% | -7.9% | -13.7% |
| 3M | -19.8% | +20.3% | -40.1% | -14.5% |
| 6M | -48.8% | +47.4% | -96.2% | -42.3% |
| YTD | -49.7% | +32.5% | -82.2% | -44.8% |
| 1Y | -61.4% | +9.5% | -70.9% | -59.6% |
| All | -61.4% | +10.1% | -71.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling