-99.1%
NVD vs EFX
-10.0%
-89.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +9.0% | -11.1% | +20.2% | +4.6% |
| 30D | -5.5% | -7.4% | +1.9% | -8.0% |
| 3M | -24.6% | +1.5% | -26.1% | -24.0% |
| 6M | -42.1% | -13.7% | -28.4% | -45.9% |
| YTD | -44.3% | -21.9% | -22.5% | -50.7% |
| 1Y | -54.2% | -30.8% | -23.4% | -62.7% |
| 3Y | -99.1% | -12.4% | -86.8% | -99.1% |
| All | -99.1% | -10.0% | -89.1% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling