+35.3%
W vs NVD
-99.1%
+134.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.6% |
| 7D | +5.9% | +0.5% | +5.4% | +6.1% |
| 30D | -3.0% | -9.3% | +6.2% | -4.7% |
| 3M | +40.3% | -22.1% | +62.4% | +34.5% |
| 6M | +32.2% | -45.8% | +78.0% | +19.1% |
| YTD | -0.3% | -46.7% | +46.4% | -9.1% |
| 1Y | +16.2% | -59.5% | +75.6% | +1.6% |
| All | +35.3% | -99.1% | +134.4% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling