-99.2%
NVD vs TRU
+2.5%
-101.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +2.4% |
| 7D | -7.7% | -7.2% | -0.5% | -11.1% |
| 30D | -5.8% | -2.8% | -3.0% | -7.1% |
| 3M | -23.2% | +13.0% | -36.2% | -17.8% |
| 6M | -49.7% | +0.7% | -50.4% | -49.2% |
| YTD | -47.7% | -9.0% | -38.7% | -49.9% |
| 1Y | -61.3% | -16.3% | -45.0% | -65.6% |
| 3Y | -99.2% | -1.1% | -98.1% | -99.0% |
| All | -99.2% | +2.5% | -101.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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