+114.1%
T vs NVD
-99.1%
+213.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.5% | +10.8% | -9.4% | +1.0% |
| 30D | +7.5% | +0.8% | +6.7% | +7.3% |
| 3M | +14.8% | -20.8% | +35.7% | +15.7% |
| 6M | -1.7% | -41.2% | +39.4% | 0.0% |
| YTD | +8.7% | -44.2% | +52.9% | +10.7% |
| 1Y | -7.5% | -54.2% | +46.7% | -5.3% |
| 3Y | +110.2% | -99.1% | +209.4% | +130.8% |
| All | +114.1% | -99.1% | +213.2% | +135.3% |
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 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