+50.9%
W vs NVD
-99.1%
+150.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.2% |
| 7D | -0.9% | +10.8% | -11.7% | +1.8% |
| 30D | -4.2% | +0.8% | -5.0% | -3.3% |
| 3M | +26.9% | -20.8% | +47.7% | +21.7% |
| 6M | +31.2% | -41.2% | +72.4% | +20.8% |
| YTD | -1.8% | -44.2% | +42.4% | -9.4% |
| 1Y | +9.3% | -54.2% | +63.5% | -1.5% |
| 3Y | +33.2% | -99.1% | +132.3% | -50.8% |
| All | +50.9% | -99.1% | +150.1% | -44.1% |
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