+9.7%
O vs NVD
-5.2%
+14.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | -0.4% | +28.6% | -29.0% | -2.1% |
| 30D | +7.1% | +73.6% | -66.5% | +3.0% |
| 3M | -5.2% | +70.1% | -75.3% | -9.0% |
| 6M | -1.8% | +53.6% | -55.3% | -5.0% |
| YTD | +9.1% | -7.0% | +16.1% | +6.8% |
| 1Y | +9.7% | -9.0% | +18.7% | +7.6% |
| All | +9.7% | -5.2% | +14.9% | +7.6% |
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