-98.3%
NVD vs ED
+50.2%
-148.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +1.3% |
| 7D | +28.6% | +2.1% | +26.6% | +24.1% |
| 30D | +73.6% | +10.4% | +63.2% | +46.5% |
| 3M | +70.1% | +12.5% | +57.5% | +38.7% |
| 6M | +53.6% | +14.9% | +38.7% | +19.8% |
| YTD | -7.0% | +24.8% | -31.8% | -37.8% |
| 1Y | -9.0% | +23.8% | -32.8% | -38.1% |
| 3Y | -98.3% | +51.6% | -150.0% | -99.1% |
| All | -98.3% | +50.2% | -148.5% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling