-54.2%
NVD vs EFX
-30.9%
-23.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +10.8% | -4.5% | +15.4% | +11.7% |
| 30D | +0.8% | -6.1% | +6.8% | +1.9% |
| 3M | -20.8% | +6.2% | -27.0% | -20.9% |
| 6M | -41.2% | -11.2% | -29.9% | -40.5% |
| YTD | -44.2% | -21.4% | -22.8% | -42.5% |
| 1Y | -54.2% | -34.3% | -19.8% | -48.8% |
| All | -54.2% | -30.9% | -23.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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