-31.3%
TER vs NVD
+51.8%
-83.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -3.3% |
| 7D | +14.4% | +28.6% | -14.3% | +31.2% |
| 30D | -30.6% | +73.6% | -104.2% | -1.1% |
| 3M | -39.2% | +70.1% | -109.3% | -10.6% |
| 6M | -31.3% | +53.6% | -84.9% | 0.0% |
| All | -31.3% | +51.8% | -83.1% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling