+59.5%
V vs NVD
-99.2%
+158.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -1.7% | -11.1% | +9.4% | -2.0% |
| 30D | +2.0% | -13.3% | +15.2% | +1.7% |
| 3M | +17.4% | -19.8% | +37.2% | +17.0% |
| 6M | +17.5% | -48.8% | +66.3% | +15.4% |
| YTD | +7.6% | -49.7% | +57.2% | +5.8% |
| 1Y | +7.7% | -61.4% | +69.1% | +5.0% |
| 3Y | +54.7% | -99.1% | +153.8% | +23.5% |
| All | +59.5% | -99.2% | +158.7% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling