-54.2%
NVD vs BBWI
-31.4%
-22.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | +0.6% |
| 7D | +10.8% | -4.8% | +15.7% | +10.6% |
| 30D | +0.8% | +3.5% | -2.7% | +1.0% |
| 3M | -20.8% | -0.3% | -20.5% | -20.6% |
| 6M | -41.2% | -5.4% | -35.8% | -41.2% |
| YTD | -44.2% | -4.7% | -39.5% | -43.6% |
| 1Y | -54.2% | -30.5% | -23.7% | -56.6% |
| All | -54.2% | -31.4% | -22.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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