-54.2%
NVD vs VMC
-14.0%
-40.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.5% |
| 7D | +10.8% | -3.8% | +14.6% | +9.8% |
| 30D | +0.8% | -9.7% | +10.4% | -1.7% |
| 3M | -20.8% | -9.6% | -11.2% | -21.9% |
| 6M | -41.2% | -4.8% | -36.3% | -39.9% |
| YTD | -44.2% | -10.9% | -33.3% | -41.5% |
| 1Y | -54.2% | -15.6% | -38.6% | -53.4% |
| All | -54.2% | -14.0% | -40.1% | -53.4% |
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