-99.2%
NVD vs VMC
+24.0%
-123.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +2.5% |
| 7D | -7.7% | -0.5% | -7.1% | -8.0% |
| 30D | -5.8% | -9.1% | +3.3% | -13.2% |
| 3M | -23.2% | -4.1% | -19.1% | -25.1% |
| 6M | -49.7% | -5.5% | -44.2% | -51.3% |
| YTD | -47.7% | -8.9% | -38.8% | -50.3% |
| 1Y | -61.3% | -12.9% | -48.4% | -64.9% |
| 3Y | -99.2% | +22.1% | -121.3% | -98.6% |
| All | -99.2% | +24.0% | -123.2% | -98.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling