-50.2%
VG vs NVD
-73.5%
+23.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +4.2% |
| 7D | -8.3% | +23.8% | -32.1% | -3.5% |
| 30D | -10.3% | +57.0% | -67.3% | -0.4% |
| 3M | -10.8% | +41.6% | -52.3% | -2.4% |
| 6M | +3.5% | +17.6% | -14.1% | +9.8% |
| YTD | +74.0% | -21.4% | +95.4% | +65.9% |
| 1Y | +48.9% | -23.3% | +72.2% | +43.6% |
| All | -50.2% | -73.5% | +23.2% | -62.7% |
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