-30.2%
NVD vs Z
-54.2%
+24.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.4% | -3.0% | +6.4% |
| 7D | +15.0% | +10.2% | +4.8% | +15.0% |
| 30D | +39.3% | +23.7% | +15.6% | +40.7% |
| 3M | +3.1% | -6.6% | +9.7% | +1.0% |
| 6M | -19.0% | -23.0% | +4.0% | -24.4% |
| YTD | -35.5% | -50.3% | +14.8% | -42.7% |
| 1Y | -30.2% | -53.6% | +23.4% | -37.4% |
| All | -30.2% | -54.2% | +24.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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