+71.8%
BLK vs NVD
-99.1%
+171.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -0.5% |
| 7D | -5.2% | +9.0% | -14.2% | -4.5% |
| 30D | -7.0% | -5.5% | -1.6% | -7.2% |
| 3M | +5.7% | -24.6% | +30.3% | +3.9% |
| 6M | +11.0% | -42.1% | +53.1% | +7.6% |
| YTD | +0.9% | -44.3% | +45.2% | -2.0% |
| 1Y | -1.6% | -54.2% | +52.6% | -5.3% |
| 3Y | +64.5% | -99.1% | +163.6% | +20.1% |
| All | +71.8% | -99.1% | +171.0% | +25.4% |
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