-99.2%
NVD vs VIG
+57.6%
-156.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +1.4% |
| 7D | -7.7% | -0.4% | -7.2% | -8.7% |
| 30D | -5.8% | -2.1% | -3.7% | -12.0% |
| 3M | -23.2% | +3.3% | -26.5% | -14.4% |
| 6M | -49.7% | +9.3% | -59.0% | -31.8% |
| YTD | -47.7% | +10.1% | -57.8% | -26.4% |
| 1Y | -61.3% | +14.7% | -76.1% | -37.0% |
| 3Y | -99.2% | +56.9% | -156.1% | -95.6% |
| All | -99.2% | +57.6% | -156.8% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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