+274.0%
TER vs NVD
-99.1%
+373.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +6.4% | +10.8% | -4.5% | +9.7% |
| 30D | -5.7% | +0.8% | -6.4% | -4.3% |
| 3M | -0.4% | -20.8% | +20.4% | -3.2% |
| 6M | +25.8% | -41.2% | +67.0% | +16.2% |
| YTD | +96.4% | -44.2% | +140.6% | +82.4% |
| 1Y | +229.2% | -54.2% | +283.4% | +200.5% |
| 3Y | +288.1% | -99.1% | +387.3% | +86.2% |
| All | +274.0% | -99.1% | +373.1% | +80.4% |
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 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