-61.4%
NVD vs VMC
-8.5%
-52.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.1% |
| 7D | -11.1% | -4.3% | -6.8% | -11.9% |
| 30D | -13.3% | -8.2% | -5.0% | -14.9% |
| 3M | -19.8% | -7.0% | -12.8% | -20.3% |
| 6M | -48.8% | -10.8% | -38.0% | -49.0% |
| YTD | -49.7% | -7.4% | -42.3% | -47.1% |
| 1Y | -61.4% | -9.5% | -51.9% | -59.3% |
| All | -61.4% | -8.5% | -52.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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