-46.2%
SE vs NVD
-5.2%
-41.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.6% |
| 7D | -0.5% | +28.6% | -29.1% | +2.8% |
| 30D | -20.9% | +73.6% | -94.6% | -14.6% |
| 3M | -38.9% | +70.1% | -109.0% | -33.8% |
| 6M | -19.4% | +53.6% | -73.0% | -12.6% |
| YTD | -40.9% | -7.0% | -33.9% | -41.2% |
| 1Y | -46.2% | -9.0% | -37.2% | -47.1% |
| All | -46.2% | -5.2% | -41.0% | -47.1% |
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