-54.2%
NVD vs EL
+12.6%
-66.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +10.8% | -6.5% | +17.3% | +9.7% |
| 30D | +0.8% | +11.1% | -10.4% | +2.3% |
| 3M | -20.8% | +10.7% | -31.5% | -19.6% |
| 6M | -41.2% | +6.9% | -48.0% | -39.2% |
| YTD | -44.2% | -6.3% | -37.9% | -42.4% |
| 1Y | -54.2% | +13.5% | -67.6% | -49.8% |
| All | -54.2% | +12.6% | -66.8% | -49.8% |
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