+79.1%
V vs NVD
-98.6%
+177.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.0% | -10.3% | -1.0% |
| 7D | -0.4% | +17.0% | -17.4% | +0.1% |
| 30D | +6.3% | +77.3% | -71.0% | +8.0% |
| 3M | +17.2% | +61.6% | -44.5% | +18.9% |
| 6M | +29.2% | +40.7% | -11.4% | +31.0% |
| YTD | +20.8% | -10.5% | +31.3% | +20.7% |
| 1Y | +25.0% | -6.1% | +31.1% | +25.3% |
| 3Y | +75.3% | -98.4% | +173.7% | +44.5% |
| All | +79.1% | -98.6% | +177.7% | +45.1% |
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