-98.5%
NVD vs Z
-19.0%
-79.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -5.2% |
| 7D | +27.3% | -13.1% | +40.4% | +22.5% |
| 30D | +59.9% | +5.9% | +54.1% | +63.9% |
| 3M | +39.4% | -13.7% | +53.1% | +33.2% |
| 6M | +27.6% | -27.1% | +54.7% | +13.7% |
| YTD | -17.9% | -56.8% | +38.9% | -40.8% |
| 1Y | -14.5% | -60.2% | +45.8% | -40.5% |
| All | -98.5% | -19.0% | -79.5% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling