-99.2%
NVD vs VMC
+17.4%
-116.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.1% | -0.9% |
| 7D | +0.5% | -5.3% | +5.8% | -4.0% |
| 30D | -9.3% | -12.3% | +3.0% | -18.9% |
| 3M | -22.1% | -10.3% | -11.8% | -28.4% |
| 6M | -45.8% | -8.6% | -37.2% | -48.9% |
| YTD | -46.7% | -11.9% | -34.8% | -50.7% |
| 1Y | -59.5% | -13.9% | -45.5% | -63.1% |
| All | -99.2% | +17.4% | -116.6% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling