+207.8%
TER vs NVD
-98.4%
+306.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | +2.1% |
| 7D | +24.0% | +17.0% | +7.0% | +30.6% |
| 30D | -30.6% | +77.3% | -107.9% | -14.4% |
| 3M | -34.5% | +61.6% | -96.1% | -19.6% |
| 6M | -26.4% | +40.7% | -67.0% | -9.6% |
| YTD | +36.4% | -10.5% | +46.9% | +53.2% |
| 1Y | +47.4% | -6.1% | +53.5% | +69.8% |
| All | +207.8% | -98.4% | +306.2% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling