-99.1%
NVD vs VYM
+64.9%
-164.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +3.2% |
| 7D | +9.0% | -1.9% | +10.9% | +4.3% |
| 30D | -5.5% | -2.6% | -2.9% | -11.3% |
| 3M | -24.6% | +3.6% | -28.2% | -17.4% |
| 6M | -42.1% | +8.7% | -50.7% | -27.5% |
| YTD | -44.3% | +14.1% | -58.5% | -20.6% |
| 1Y | -54.2% | +17.8% | -72.0% | -28.9% |
| 3Y | -99.1% | +64.5% | -163.6% | -97.1% |
| All | -99.1% | +64.9% | -164.1% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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