-99.1%
NVD vs ITOT
+78.5%
-177.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +3.5% |
| 7D | +10.8% | -0.9% | +11.7% | +7.1% |
| 30D | +0.8% | -1.5% | +2.2% | -3.8% |
| 3M | -20.8% | +3.6% | -24.4% | -6.0% |
| 6M | -41.2% | +13.7% | -54.8% | +5.2% |
| YTD | -44.2% | +12.9% | -57.1% | -0.2% |
| 1Y | -54.2% | +17.2% | -71.3% | -1.7% |
| 3Y | -99.1% | +75.6% | -174.8% | -87.4% |
| All | -99.1% | +78.5% | -177.6% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling