-6.4%
T vs NVD
-27.4%
+20.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +1.4% |
| 7D | +5.5% | +15.0% | -9.5% | +3.9% |
| 30D | -8.9% | +39.3% | -48.2% | -11.9% |
| 3M | -5.6% | +3.1% | -8.7% | -6.5% |
| 6M | -14.3% | -19.0% | +4.7% | -13.6% |
| YTD | -7.9% | -35.5% | +27.6% | -6.2% |
| 1Y | -6.4% | -30.2% | +23.8% | -5.8% |
| All | -6.4% | -27.4% | +20.9% | -5.8% |
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