+65.9%
EW vs NVD
-98.4%
+164.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.5% |
| 7D | +4.9% | +28.6% | -23.7% | +6.4% |
| 30D | +23.9% | +73.6% | -49.7% | +28.0% |
| 3M | +15.8% | +70.1% | -54.3% | +19.7% |
| 6M | +31.7% | +53.6% | -21.9% | +36.1% |
| YTD | +25.7% | -7.0% | +32.7% | +26.6% |
| 1Y | +24.4% | -9.0% | +33.4% | +25.4% |
| 3Y | +65.9% | -98.3% | +164.2% | +38.6% |
| All | +65.9% | -98.4% | +164.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling