-54.2%
NVD vs BR
-31.7%
-22.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +10.8% | -3.0% | +13.8% | +12.0% |
| 30D | +0.8% | -0.3% | +1.1% | +0.7% |
| 3M | -20.8% | +17.3% | -38.1% | -25.5% |
| 6M | -41.2% | -6.7% | -34.5% | -37.8% |
| YTD | -44.2% | -23.4% | -20.8% | -33.9% |
| 1Y | -54.2% | -32.7% | -21.5% | -48.9% |
| All | -54.2% | -31.7% | -22.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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