-61.4%
NVD vs VFC
-6.8%
-54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.1% |
| 7D | -11.1% | -1.6% | -9.5% | -11.3% |
| 30D | -13.3% | -11.6% | -1.6% | -14.6% |
| 3M | -19.8% | -18.1% | -1.7% | -22.0% |
| 6M | -48.8% | -27.4% | -21.4% | -49.9% |
| YTD | -49.7% | -24.8% | -24.8% | -51.1% |
| 1Y | -61.4% | -8.2% | -53.2% | -61.9% |
| All | -61.4% | -6.8% | -54.5% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling