+88.6%
RF vs NVD
-99.2%
+187.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -0.9% |
| 7D | +2.7% | -7.7% | +10.3% | +2.3% |
| 30D | -3.4% | -5.8% | +2.4% | -3.5% |
| 3M | +6.4% | -23.2% | +29.6% | +5.3% |
| 6M | +13.4% | -49.7% | +63.1% | +10.0% |
| YTD | +14.2% | -47.7% | +61.9% | +11.4% |
| 1Y | +15.7% | -61.3% | +77.0% | +11.3% |
| 3Y | +91.3% | -99.2% | +190.5% | +54.6% |
| All | +88.6% | -99.2% | +187.8% | +52.4% |
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 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