-30.2%
NVD vs BEN
+56.2%
-86.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +9.4% |
| 7D | +15.0% | +6.7% | +8.2% | +19.9% |
| 30D | +39.3% | +3.0% | +36.3% | +41.8% |
| 3M | +3.1% | -4.3% | +7.5% | +0.1% |
| 6M | -19.0% | +16.4% | -35.3% | -8.3% |
| YTD | -35.5% | +46.8% | -82.3% | -15.0% |
| 1Y | -30.2% | +57.3% | -87.5% | -5.2% |
| All | -30.2% | +56.2% | -86.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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