-98.5%
NVD vs S
+36.8%
-135.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.7% |
| 7D | +28.6% | +2.0% | +26.7% | +30.1% |
| 30D | +73.6% | -2.7% | +76.3% | +74.2% |
| 3M | +70.1% | -6.9% | +77.0% | +69.6% |
| 6M | +53.6% | +38.1% | +15.5% | +96.3% |
| YTD | -7.0% | +48.0% | -55.0% | +25.5% |
| 1Y | -9.0% | +34.5% | -43.5% | +16.2% |
| 3Y | -98.3% | +38.3% | -136.7% | -97.6% |
| All | -98.5% | +36.8% | -135.4% | -97.9% |
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