+56.2%
V vs NVD
-99.1%
+155.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | +0.1% |
| 7D | -3.0% | +9.0% | -12.1% | -2.8% |
| 30D | +1.2% | -5.5% | +6.7% | +1.1% |
| 3M | +13.9% | -24.6% | +38.5% | +13.2% |
| 6M | +17.2% | -42.1% | +59.3% | +15.6% |
| YTD | +5.3% | -44.3% | +49.7% | +3.9% |
| 1Y | +9.5% | -54.2% | +63.7% | +7.3% |
| 3Y | +51.9% | -99.1% | +151.0% | +21.4% |
| All | +56.2% | -99.1% | +155.3% | +24.8% |
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