+22.5%
P vs NVD
-60.3%
+82.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -3.4% |
| 7D | +5.0% | +0.5% | +4.5% | +5.3% |
| 30D | -0.9% | -9.3% | +8.3% | -3.1% |
| 3M | +38.7% | -22.1% | +60.7% | +31.3% |
| 6M | +54.4% | -45.8% | +100.2% | +30.8% |
| YTD | +44.8% | -46.7% | +91.6% | +25.6% |
| 1Y | +22.5% | -59.5% | +82.0% | +5.4% |
| All | +22.5% | -60.3% | +82.9% | +5.4% |
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