+14.2%
EW vs NVD
-99.1%
+113.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +1.0% |
| 7D | -3.4% | +9.0% | -12.4% | -2.8% |
| 30D | -7.4% | -5.5% | -1.9% | -7.5% |
| 3M | +0.9% | -24.6% | +25.5% | -0.4% |
| 6M | +1.2% | -42.1% | +43.2% | -1.4% |
| YTD | +1.8% | -44.3% | +46.1% | -0.7% |
| 1Y | +10.8% | -54.2% | +65.0% | +7.3% |
| 3Y | +17.1% | -99.1% | +116.3% | -15.1% |
| All | +14.2% | -99.1% | +113.3% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling