-99.2%
NVD vs EFX
-8.1%
-91.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +2.8% |
| 7D | -7.7% | -7.8% | +0.2% | -10.3% |
| 30D | -5.8% | -5.7% | -0.1% | -7.8% |
| 3M | -23.2% | +2.5% | -25.7% | -22.4% |
| 6M | -49.7% | -16.7% | -33.1% | -54.1% |
| YTD | -47.7% | -20.2% | -27.5% | -53.3% |
| 1Y | -61.3% | -31.4% | -30.0% | -69.1% |
| 3Y | -99.2% | -10.5% | -88.7% | -99.1% |
| All | -99.2% | -8.1% | -91.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling