-22.6%
EL vs NVDX
+833.4%
-856.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.8% |
| 7D | +1.7% | +7.3% | -5.6% | +1.2% |
| 30D | +15.5% | -0.9% | +16.4% | +15.3% |
| 3M | +20.6% | +8.4% | +12.2% | +19.2% |
| 6M | +10.5% | +38.2% | -27.7% | +6.5% |
| YTD | -1.9% | +19.3% | -21.2% | -4.7% |
| 1Y | +16.1% | +33.3% | -17.2% | +11.2% |
| All | -22.6% | +833.4% | -856.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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