-61.4%
NVD vs SEI
+105.8%
-167.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | +0.1% |
| 7D | -11.1% | +10.2% | -21.4% | -7.1% |
| 30D | -13.3% | -1.0% | -12.2% | -12.4% |
| 3M | -19.8% | -27.9% | +8.1% | -25.5% |
| 6M | -48.8% | +10.4% | -59.2% | -41.5% |
| YTD | -49.7% | +20.1% | -69.8% | -38.2% |
| 1Y | -61.4% | +109.7% | -171.1% | -36.7% |
| All | -61.4% | +105.8% | -167.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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