+110.3%
T vs NVD
-99.2%
+209.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.5% |
| 7D | -1.5% | -7.7% | +6.1% | -1.2% |
| 30D | +7.6% | -5.8% | +13.4% | +7.8% |
| 3M | +15.3% | -23.2% | +38.5% | +16.4% |
| 6M | -8.5% | -49.7% | +41.3% | -6.2% |
| YTD | +6.8% | -47.7% | +54.5% | +9.1% |
| 1Y | -7.2% | -61.3% | +54.1% | -4.4% |
| 3Y | +108.2% | -99.2% | +207.4% | +129.6% |
| All | +110.3% | -99.2% | +209.5% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling