-99.2%
NVD vs VFC
-27.2%
-71.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.4% |
| 7D | +0.5% | -2.3% | +2.9% | 0.0% |
| 30D | -9.3% | -13.4% | +4.1% | -12.1% |
| 3M | -22.1% | -23.7% | +1.6% | -25.9% |
| 6M | -45.8% | -24.5% | -21.3% | -48.1% |
| YTD | -46.7% | -27.8% | -18.9% | -49.2% |
| 1Y | -59.5% | -13.5% | -46.0% | -59.6% |
| All | -99.2% | -27.2% | -71.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling