-99.1%
NVD vs ED
+33.4%
-132.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +5.7% |
| 7D | +9.0% | -1.9% | +10.9% | +12.5% |
| 30D | -5.5% | +0.1% | -5.6% | -5.3% |
| 3M | -24.6% | 0.0% | -24.6% | -24.8% |
| 6M | -42.1% | -2.5% | -39.6% | -39.4% |
| YTD | -44.3% | +10.1% | -54.4% | -52.6% |
| 1Y | -54.2% | +13.6% | -67.8% | -62.6% |
| 3Y | -99.1% | +32.4% | -131.6% | -99.4% |
| All | -99.1% | +33.4% | -132.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling