+13.4%
AGG vs NVD
-99.1%
+112.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -0.6% |
| 7D | -0.9% | +9.0% | -10.0% | -0.9% |
| 30D | -1.0% | -5.5% | +4.5% | -1.0% |
| 3M | -1.3% | -24.6% | +23.3% | -1.3% |
| 6M | -2.1% | -42.1% | +40.0% | -2.1% |
| YTD | -1.2% | -44.3% | +43.1% | -1.3% |
| 1Y | -0.5% | -54.2% | +53.7% | -0.5% |
| 3Y | +12.4% | -99.1% | +111.6% | +7.6% |
| All | +13.4% | -99.1% | +112.5% | +8.5% |
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 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