-99.2%
NVD vs ED
+35.3%
-134.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +2.3% |
| 7D | -7.7% | +0.5% | -8.2% | -8.5% |
| 30D | -5.8% | +1.1% | -6.9% | -7.3% |
| 3M | -23.2% | +4.6% | -27.9% | -29.0% |
| 6M | -49.7% | -2.0% | -47.8% | -47.8% |
| YTD | -47.7% | +11.7% | -59.4% | -56.5% |
| 1Y | -61.3% | +15.7% | -77.1% | -69.5% |
| 3Y | -99.2% | +34.4% | -133.5% | -99.4% |
| All | -99.2% | +35.3% | -134.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling