+18.3%
EW vs NVD
-99.2%
+117.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.3% | -11.1% | +10.8% | -1.0% |
| 30D | +1.0% | -13.3% | +14.3% | +0.3% |
| 3M | +2.8% | -19.8% | +22.6% | +2.0% |
| 6M | +5.5% | -48.8% | +54.3% | +2.1% |
| YTD | +5.5% | -49.7% | +55.1% | +2.2% |
| 1Y | +11.0% | -61.4% | +72.4% | +6.4% |
| 3Y | +17.7% | -99.1% | +116.8% | -14.5% |
| All | +18.3% | -99.2% | +117.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling