-99.2%
NVD vs S
+19.8%
-119.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.5% | -1.2% | +1.7% | -0.1% |
| 30D | -9.3% | -12.6% | +3.3% | -14.3% |
| 3M | -22.1% | +27.6% | -49.6% | -7.8% |
| 6M | -45.8% | +35.5% | -81.3% | -31.8% |
| YTD | -46.7% | +29.6% | -76.3% | -34.5% |
| 1Y | -59.5% | +8.1% | -67.6% | -55.0% |
| 3Y | -99.2% | +14.8% | -113.9% | -98.9% |
| All | -99.2% | +19.8% | -119.0% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling