+43.2%
TER vs NVD
-27.4%
+70.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.5% | -13.3% | -3.7% |
| 7D | -19.9% | +15.0% | -34.8% | -13.6% |
| 30D | -43.5% | +39.3% | -82.8% | -32.7% |
| 3M | -37.8% | +3.1% | -40.9% | -32.9% |
| 6M | -25.6% | -19.0% | -6.6% | -23.1% |
| YTD | +29.8% | -35.5% | +65.3% | +24.8% |
| 1Y | +43.2% | -30.2% | +73.4% | +44.4% |
| All | +43.2% | -27.4% | +70.5% | +44.4% |
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