-99.1%
NVD vs TRI
-18.1%
-81.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.6% |
| 7D | +10.8% | -7.9% | +18.7% | +9.2% |
| 30D | +0.8% | -4.5% | +5.3% | +0.2% |
| 3M | -20.8% | +22.1% | -42.9% | -15.6% |
| 6M | -41.2% | -2.8% | -38.4% | -44.4% |
| YTD | -44.2% | -23.4% | -20.8% | -57.0% |
| 1Y | -54.2% | -41.5% | -12.6% | -73.4% |
| 3Y | -99.1% | -19.2% | -79.9% | -99.0% |
| All | -99.1% | -18.1% | -81.0% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling