+25.4%
O vs NVD
-99.1%
+124.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.9% | +10.8% | -13.7% | -3.2% |
| 30D | -4.5% | +0.8% | -5.3% | -4.6% |
| 3M | -2.6% | -20.8% | +18.2% | -2.1% |
| 6M | -5.6% | -41.2% | +35.5% | -4.6% |
| YTD | +9.3% | -44.2% | +53.5% | +10.4% |
| 1Y | +4.3% | -54.2% | +58.5% | +5.8% |
| 3Y | +27.4% | -99.1% | +126.6% | +25.8% |
| All | +25.4% | -99.1% | +124.5% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling