+17.5%
P vs NVD
-27.4%
+44.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.5% | -11.5% | -2.4% |
| 7D | -19.4% | +15.0% | -34.3% | -14.2% |
| 30D | -22.3% | +39.3% | -61.6% | -10.3% |
| 3M | +33.2% | +3.1% | +30.1% | +40.2% |
| 6M | +53.6% | -19.0% | +72.6% | +52.9% |
| YTD | +66.8% | -35.5% | +102.3% | +56.8% |
| 1Y | +17.5% | -30.2% | +47.7% | +17.5% |
| All | +17.5% | -27.4% | +44.9% | +17.5% |
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