-30.2%
NVD vs ED
+27.1%
-57.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +1.7% |
| 7D | +15.0% | +5.4% | +9.6% | +6.2% |
| 30D | +39.3% | +16.4% | +22.9% | +11.0% |
| 3M | +3.1% | +11.9% | -8.7% | -12.7% |
| 6M | -19.0% | +11.6% | -30.5% | -31.4% |
| YTD | -35.5% | +24.1% | -59.6% | -53.8% |
| 1Y | -30.2% | +26.9% | -57.1% | -51.4% |
| All | -30.2% | +27.1% | -57.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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