-54.2%
NVD vs TRI
-40.4%
-13.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | 0.0% |
| 7D | +10.8% | -7.9% | +18.7% | +12.3% |
| 30D | +0.8% | -4.5% | +5.3% | +1.2% |
| 3M | -20.8% | +22.1% | -42.9% | -23.0% |
| 6M | -41.2% | -2.8% | -38.4% | -43.4% |
| YTD | -44.2% | -23.4% | -20.8% | -43.0% |
| 1Y | -54.2% | -41.5% | -12.6% | -50.3% |
| All | -54.2% | -40.4% | -13.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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