+52.9%
XYZ vs NVD
-98.7%
+151.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +5.9% | -0.8% |
| 7D | -2.2% | +27.3% | -29.5% | +2.5% |
| 30D | +11.6% | +59.9% | -48.4% | +21.8% |
| 3M | +8.4% | +39.4% | -31.0% | +16.5% |
| 6M | +17.2% | +27.6% | -10.5% | +26.0% |
| YTD | +31.7% | -17.9% | +49.6% | +33.0% |
| 1Y | +30.1% | -14.5% | +44.5% | +33.2% |
| 3Y | +66.4% | -98.6% | +165.0% | -11.6% |
| All | +52.9% | -98.7% | +151.6% | -22.1% |
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 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