-99.2%
NVD vs TAP
-30.6%
-68.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +5.2% |
| 7D | -7.7% | -2.3% | -5.3% | -7.1% |
| 30D | -5.8% | -9.4% | +3.6% | -2.9% |
| 3M | -23.2% | -0.8% | -22.4% | -23.1% |
| 6M | -49.7% | -14.7% | -35.0% | -47.7% |
| YTD | -47.7% | -13.9% | -33.8% | -45.6% |
| 1Y | -61.3% | -18.6% | -42.7% | -59.6% |
| 3Y | -99.2% | -32.0% | -67.2% | -99.1% |
| All | -99.2% | -30.6% | -68.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling