+57.9%
XYZ vs NVD
-98.8%
+156.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.7% | -5.1% | +5.1% |
| 7D | +14.9% | +23.8% | -8.9% | +19.5% |
| 30D | +14.7% | +57.0% | -42.3% | +24.6% |
| 3M | +12.1% | +41.6% | -29.5% | +20.7% |
| 6M | +18.3% | +17.6% | +0.7% | +25.2% |
| YTD | +36.1% | -21.4% | +57.5% | +36.2% |
| 1Y | +35.3% | -23.3% | +58.6% | +35.9% |
| 3Y | +73.5% | -98.7% | +172.1% | -10.5% |
| All | +57.9% | -98.8% | +156.7% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling