-99.1%
NVD vs BBWI
-47.6%
-51.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +5.9% | +4.0% |
| 7D | +9.0% | -8.0% | +17.1% | +6.7% |
| 30D | -5.5% | -6.6% | +1.2% | -7.3% |
| 3M | -24.6% | -2.7% | -21.9% | -24.7% |
| 6M | -42.1% | -12.8% | -29.3% | -43.9% |
| YTD | -44.3% | -10.5% | -33.9% | -44.9% |
| 1Y | -54.2% | -35.3% | -18.8% | -59.6% |
| 3Y | -99.1% | -47.7% | -51.4% | -99.2% |
| All | -99.1% | -47.6% | -51.5% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling