+11.3%
O vs NVD
-27.4%
+38.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +2.6% |
| 7D | +5.8% | +15.0% | -9.1% | +4.8% |
| 30D | +10.7% | +39.3% | -28.6% | +8.3% |
| 3M | -4.5% | +3.1% | -7.6% | -5.1% |
| 6M | -4.1% | -19.0% | +14.9% | -3.6% |
| YTD | +9.8% | -35.5% | +45.3% | +10.5% |
| 1Y | +11.3% | -30.2% | +41.5% | +11.6% |
| All | +11.3% | -27.4% | +38.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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