+73.5%
NI vs NVD
-99.2%
+172.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | +1.3% | +0.5% | +0.7% | +1.3% |
| 30D | -0.3% | -9.3% | +9.0% | -0.3% |
| 3M | -9.5% | -22.1% | +12.6% | -9.5% |
| 6M | -10.2% | -45.8% | +35.6% | -10.4% |
| YTD | +1.8% | -46.7% | +48.5% | +1.6% |
| 1Y | +5.7% | -59.5% | +65.1% | +5.3% |
| 3Y | +69.6% | -99.2% | +168.8% | +79.4% |
| All | +73.5% | -99.2% | +172.6% | +83.5% |
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