-30.2%
NVD vs EL
+25.6%
-55.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +7.1% |
| 7D | +15.0% | +2.5% | +12.5% | +15.2% |
| 30D | +39.3% | +20.1% | +19.2% | +42.6% |
| 3M | +3.1% | +29.3% | -26.1% | +6.6% |
| 6M | -19.0% | +38.8% | -57.7% | -15.0% |
| YTD | -35.5% | +8.1% | -43.6% | -31.1% |
| 1Y | -30.2% | +22.3% | -52.5% | -18.9% |
| All | -30.2% | +25.6% | -55.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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