-2.8%
BLK vs NVD
-52.8%
+50.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -3.3% | +10.8% | -14.1% | -2.4% |
| 30D | -6.5% | +0.8% | -7.3% | -6.1% |
| 3M | +6.7% | -20.8% | +27.6% | +5.3% |
| 6M | +14.7% | -41.2% | +55.9% | +10.4% |
| YTD | +2.5% | -44.2% | +46.7% | -1.4% |
| 1Y | -2.8% | -54.2% | +51.4% | -5.9% |
| All | -2.8% | -52.8% | +50.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling