+194.9%
SE vs NVD
-99.1%
+294.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -0.2% |
| 7D | -4.8% | +9.0% | -13.8% | -3.3% |
| 30D | -18.1% | -5.5% | -12.6% | -18.5% |
| 3M | +30.6% | -24.6% | +55.2% | +26.0% |
| 6M | +20.8% | -42.1% | +62.8% | +13.1% |
| YTD | -15.6% | -44.3% | +28.8% | -20.8% |
| 1Y | -44.2% | -54.2% | +10.0% | -48.6% |
| 3Y | +181.5% | -99.1% | +280.7% | +49.3% |
| All | +194.9% | -99.1% | +294.0% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling