+3.7%
U vs NVD
-61.9%
+65.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.3% |
| 7D | -3.8% | -11.1% | +7.3% | -6.2% |
| 30D | +17.5% | -13.3% | +30.7% | +14.6% |
| 3M | +38.7% | -19.8% | +58.5% | +35.4% |
| 6M | +104.4% | -48.8% | +153.2% | +80.7% |
| YTD | -5.7% | -49.7% | +44.0% | -16.4% |
| 1Y | +3.7% | -61.4% | +65.0% | -1.0% |
| All | +3.7% | -61.9% | +65.6% | -1.0% |
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 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