+78.8%
RF vs NVD
-98.6%
+177.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.5% | 0.0% |
| 7D | +0.4% | +17.0% | -16.6% | +1.2% |
| 30D | +5.6% | +77.3% | -71.7% | +8.9% |
| 3M | -8.9% | +61.6% | -70.5% | -6.2% |
| 6M | +7.1% | +40.7% | -33.6% | +9.9% |
| YTD | +8.3% | -10.5% | +18.8% | +8.8% |
| 1Y | +16.8% | -6.1% | +22.9% | +17.9% |
| 3Y | +115.0% | -98.4% | +213.4% | +82.1% |
| All | +78.8% | -98.6% | +177.4% | +48.9% |
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