-61.4%
NVD vs Z
-58.8%
-2.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.4% |
| 7D | -11.1% | -3.0% | -8.1% | -11.1% |
| 30D | -13.3% | -4.2% | -9.1% | -13.3% |
| 3M | -19.8% | -3.7% | -16.1% | -20.6% |
| 6M | -48.8% | -24.5% | -24.3% | -49.4% |
| YTD | -49.7% | -49.3% | -0.4% | -47.6% |
| 1Y | -61.4% | -58.7% | -2.7% | -55.3% |
| All | -61.4% | -58.8% | -2.5% | -55.3% |
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