+84.3%
T vs NVD
-98.6%
+182.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.0% | -9.4% | -0.8% |
| 7D | +1.6% | +17.0% | -15.4% | +0.7% |
| 30D | -2.9% | +77.3% | -80.2% | -5.9% |
| 3M | -7.5% | +61.6% | -69.1% | -10.1% |
| 6M | -9.9% | +40.7% | -50.6% | -12.1% |
| YTD | -6.4% | -10.5% | +4.0% | -7.3% |
| 1Y | -9.4% | -6.1% | -3.3% | -10.4% |
| 3Y | +64.9% | -98.4% | +163.3% | +76.3% |
| All | +84.3% | -98.6% | +182.9% | +97.2% |
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