-61.4%
NVD vs ITOT
+20.8%
-82.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -2.5% |
| 7D | -11.1% | +0.1% | -11.2% | -10.6% |
| 30D | -13.3% | 0.0% | -13.3% | -12.3% |
| 3M | -19.8% | +2.0% | -21.8% | -9.7% |
| 6M | -48.8% | +13.0% | -61.8% | -14.6% |
| YTD | -49.7% | +14.0% | -63.6% | -11.3% |
| 1Y | -61.4% | +19.9% | -81.3% | -11.3% |
| All | -61.4% | +20.8% | -82.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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