+165.7%
P vs NVD
-99.2%
+264.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.0% |
| 7D | +6.5% | -11.1% | +17.7% | +2.9% |
| 30D | +18.8% | -13.3% | +32.1% | +14.4% |
| 3M | +26.7% | -19.8% | +46.6% | +22.6% |
| 6M | +62.2% | -48.8% | +111.0% | +39.9% |
| YTD | +48.5% | -49.7% | +98.2% | +30.7% |
| 1Y | +26.4% | -61.4% | +87.8% | +6.4% |
| 3Y | +159.4% | -99.1% | +258.5% | +4.8% |
| All | +165.7% | -99.2% | +264.9% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling