+64.8%
EFA vs NVD
-99.1%
+163.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.5% | +10.8% | -12.4% | -0.8% |
| 30D | -1.7% | +0.8% | -2.4% | -1.4% |
| 3M | +3.5% | -20.8% | +24.3% | +2.4% |
| 6M | +9.5% | -41.2% | +50.6% | +6.8% |
| YTD | +12.9% | -44.2% | +57.1% | +10.1% |
| 1Y | +18.2% | -54.2% | +72.4% | +14.5% |
| 3Y | +64.8% | -99.1% | +164.0% | +29.2% |
| All | +64.8% | -99.1% | +163.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling