-99.1%
NVD vs EFV
+93.6%
-192.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +2.4% |
| 7D | +10.8% | -0.8% | +11.6% | +9.2% |
| 30D | +0.8% | +0.6% | +0.1% | +2.1% |
| 3M | -20.8% | +7.5% | -28.4% | -7.9% |
| 6M | -41.2% | +13.0% | -54.2% | -22.3% |
| YTD | -44.2% | +18.3% | -62.5% | -18.1% |
| 1Y | -54.2% | +26.7% | -80.9% | -21.9% |
| 3Y | -99.1% | +89.6% | -188.7% | -96.2% |
| All | -99.1% | +93.6% | -192.7% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling