+277.9%
TER vs NVD
-99.2%
+377.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.3% | +3.7% |
| 7D | +12.4% | +0.5% | +11.8% | +12.5% |
| 30D | +5.1% | -9.3% | +14.4% | +3.4% |
| 3M | +4.0% | -22.1% | +26.0% | +0.8% |
| 6M | +29.5% | -45.8% | +75.3% | +16.7% |
| YTD | +98.5% | -46.7% | +145.2% | +81.7% |
| 1Y | +234.1% | -59.5% | +293.5% | +194.9% |
| 3Y | +289.0% | -99.2% | +388.2% | +85.0% |
| All | +277.9% | -99.2% | +377.0% | +79.7% |
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