-54.2%
NVD vs IT
-23.2%
-31.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | 0.0% |
| 7D | +10.8% | -3.7% | +14.5% | +11.0% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | -20.8% | +20.7% | -41.5% | -22.8% |
| 6M | -41.2% | +12.0% | -53.1% | -43.5% |
| YTD | -44.2% | -28.8% | -15.4% | -48.7% |
| 1Y | -54.2% | -25.5% | -28.6% | -58.2% |
| All | -54.2% | -23.2% | -31.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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