+76.1%
EFA vs NVDL
+2,476.2%
-2,400.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.5% | -10.3% | +8.8% | -0.8% |
| 30D | -1.7% | -7.1% | +5.5% | -1.3% |
| 3M | +3.5% | +6.6% | -3.1% | +2.5% |
| 6M | +9.5% | +21.1% | -11.6% | +7.0% |
| YTD | +12.9% | +15.2% | -2.3% | +10.4% |
| 1Y | +18.2% | +18.8% | -0.6% | +14.8% |
| 3Y | +64.8% | +649.9% | -585.1% | +32.8% |
| All | +76.1% | +2,476.2% | -2,400.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling