-54.2%
NVD vs EFV
+27.7%
-81.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +2.1% |
| 7D | +10.8% | -0.8% | +11.6% | +9.4% |
| 30D | +0.8% | +0.6% | +0.1% | +1.9% |
| 3M | -20.8% | +7.5% | -28.4% | -9.7% |
| 6M | -41.2% | +13.0% | -54.2% | -24.4% |
| YTD | -44.2% | +18.3% | -62.5% | -20.3% |
| 1Y | -54.2% | +26.7% | -80.9% | -26.5% |
| All | -54.2% | +27.7% | -81.8% | -26.5% |
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