-99.1%
NVD vs EL
-31.3%
-67.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +10.8% | -6.5% | +17.3% | +8.8% |
| 30D | +0.8% | +11.1% | -10.4% | +4.1% |
| 3M | -20.8% | +10.7% | -31.5% | -18.1% |
| 6M | -41.2% | +6.9% | -48.0% | -38.9% |
| YTD | -44.2% | -6.3% | -37.9% | -43.7% |
| 1Y | -54.2% | +13.5% | -67.6% | -50.1% |
| 3Y | -99.1% | -33.1% | -66.1% | -99.1% |
| All | -99.1% | -31.3% | -67.9% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling