-61.4%
NVD vs EFV
+30.7%
-92.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.6% |
| 7D | -11.1% | +1.5% | -12.6% | -8.7% |
| 30D | -13.3% | +1.7% | -15.0% | -10.5% |
| 3M | -19.8% | +8.6% | -28.5% | -6.5% |
| 6M | -48.8% | +11.7% | -60.5% | -35.3% |
| YTD | -49.7% | +19.3% | -68.9% | -28.1% |
| 1Y | -61.4% | +30.2% | -91.6% | -37.8% |
| All | -61.4% | +30.7% | -92.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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