-54.2%
NVD vs BEN
+45.3%
-99.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +10.8% | -3.1% | +13.9% | +8.5% |
| 30D | +0.8% | +0.2% | +0.6% | +1.1% |
| 3M | -20.8% | +6.8% | -27.7% | -16.0% |
| 6M | -41.2% | +38.1% | -79.3% | -22.5% |
| YTD | -44.2% | +44.3% | -88.5% | -25.0% |
| 1Y | -54.2% | +42.6% | -96.7% | -38.9% |
| All | -54.2% | +45.3% | -99.5% | -38.9% |
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