-99.2%
NVD vs STZ
-49.8%
-49.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +0.5% | -6.0% | +6.6% | +0.4% |
| 30D | -9.3% | -8.9% | -0.4% | -9.4% |
| 3M | -22.1% | -12.6% | -9.5% | -22.3% |
| 6M | -45.8% | -17.2% | -28.6% | -46.1% |
| YTD | -46.7% | -10.0% | -36.7% | -46.1% |
| 1Y | -59.5% | -14.3% | -45.2% | -59.4% |
| 3Y | -99.2% | -49.9% | -49.2% | -99.2% |
| All | -99.2% | -49.8% | -49.4% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 all: compounded portfolio wealth divided by compounded STZ 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…
all analysis · Full analysis span regression · 6 months rolling