+3.4%
NI vs NVD
-52.8%
+56.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | +10.8% | -10.8% | 0.0% |
| 30D | -1.4% | +0.8% | -2.1% | -1.4% |
| 3M | -10.6% | -20.8% | +10.3% | -10.4% |
| 6M | -9.3% | -41.2% | +31.8% | -9.2% |
| YTD | +1.1% | -44.2% | +45.3% | +1.1% |
| 1Y | +3.4% | -54.2% | +57.5% | +2.4% |
| All | +3.4% | -52.8% | +56.2% | +2.4% |
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 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