+42.9%
XYZ vs NVD
-99.2%
+142.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -2.5% |
| 7D | +2.9% | -7.7% | +10.5% | +1.5% |
| 30D | +1.4% | -5.8% | +7.2% | +1.0% |
| 3M | +14.6% | -23.2% | +37.8% | +11.0% |
| 6M | +20.8% | -49.7% | +70.5% | +10.2% |
| YTD | +23.1% | -47.7% | +70.8% | +14.1% |
| 1Y | +5.6% | -61.3% | +67.0% | -6.0% |
| 3Y | +50.9% | -99.2% | +150.1% | -29.5% |
| All | +42.9% | -99.2% | +142.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling