-98.5%
NVD vs S
+51.7%
-150.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.0% |
| 7D | +27.3% | +1.2% | +26.1% | +29.0% |
| 30D | +59.9% | -7.3% | +67.3% | +56.1% |
| 3M | +39.4% | +5.9% | +33.6% | +48.7% |
| 6M | +27.6% | +45.6% | -18.0% | +67.7% |
| YTD | -17.9% | +58.5% | -76.4% | +14.9% |
| 1Y | -14.5% | +37.6% | -52.1% | +9.7% |
| All | -98.5% | +51.7% | -150.2% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling