+16.9%
EFA vs NVDL
-23.5%
+40.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.6% | +3.1% |
| 7D | +2.0% | -14.0% | +16.0% | +3.3% |
| 30D | +1.6% | -31.2% | +32.8% | +5.0% |
| 3M | -1.5% | -15.5% | +14.0% | -0.5% |
| 6M | +6.6% | -10.3% | +16.9% | +6.2% |
| YTD | +11.8% | -5.8% | +17.6% | +8.7% |
| 1Y | +16.9% | -20.1% | +36.9% | +14.3% |
| All | +16.9% | -23.5% | +40.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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