-98.3%
NVD vs VFC
+50.0%
-148.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +4.7% |
| 7D | +28.6% | +1.6% | +27.0% | +29.1% |
| 30D | +73.6% | +25.5% | +48.1% | +83.5% |
| 3M | +70.1% | +41.3% | +28.8% | +85.4% |
| 6M | +53.6% | +22.2% | +31.4% | +63.3% |
| YTD | -7.0% | +16.4% | -23.4% | -0.9% |
| 1Y | -9.0% | +38.4% | -47.4% | +1.5% |
| 3Y | -98.3% | +56.2% | -154.6% | -98.1% |
| All | -98.3% | +50.0% | -148.3% | -98.1% |
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