-54.2%
NVD vs SEI
+134.3%
-188.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +2.3% |
| 7D | +10.8% | +22.6% | -11.7% | +20.4% |
| 30D | +0.8% | +9.1% | -8.3% | +5.6% |
| 3M | -20.8% | -11.3% | -9.5% | -20.9% |
| 6M | -41.2% | +22.0% | -63.2% | -30.3% |
| YTD | -44.2% | +47.3% | -91.5% | -25.3% |
| 1Y | -54.2% | +124.8% | -178.9% | -23.9% |
| All | -54.2% | +134.3% | -188.4% | -23.9% |
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