+55.9%
XYZ vs NVD
-99.2%
+155.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -1.0% |
| 7D | -1.0% | -11.1% | +10.1% | -2.9% |
| 30D | -1.7% | -13.3% | +11.5% | -3.5% |
| 3M | +16.7% | -19.8% | +36.6% | +14.3% |
| 6M | +26.9% | -48.8% | +75.6% | +16.3% |
| YTD | +27.1% | -49.7% | +76.8% | +17.1% |
| 1Y | +9.3% | -61.4% | +70.6% | -2.7% |
| All | +55.9% | -99.2% | +155.1% | -26.7% |
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 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