-99.1%
NVD vs VFC
-28.4%
-70.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +1.2% |
| 7D | +10.8% | -1.4% | +12.2% | +10.6% |
| 30D | +0.8% | -9.0% | +9.7% | -1.3% |
| 3M | -20.8% | -24.2% | +3.3% | -24.9% |
| 6M | -41.2% | -18.5% | -22.6% | -42.7% |
| YTD | -44.2% | -25.9% | -18.3% | -46.5% |
| 1Y | -54.2% | -13.0% | -41.2% | -54.3% |
| 3Y | -99.1% | -20.3% | -78.8% | -99.1% |
| All | -99.1% | -28.4% | -70.8% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling