+10.1%
EW vs NVD
-56.5%
+66.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | -6.4% | -9.3% | +2.9% | -6.6% |
| 3M | -1.6% | -22.1% | +20.5% | -2.3% |
| 6M | +2.3% | -45.8% | +48.1% | -0.7% |
| YTD | +1.1% | -46.7% | +47.8% | -2.0% |
| All | +10.1% | -56.5% | +66.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling