-99.2%
NVD vs EL
-26.5%
-72.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -0.5% |
| 7D | -11.1% | +0.8% | -11.9% | -10.9% |
| 30D | -13.3% | +19.8% | -33.1% | -8.5% |
| 3M | -19.8% | +25.7% | -45.5% | -14.0% |
| 6M | -48.8% | +5.4% | -54.2% | -47.1% |
| YTD | -49.7% | +0.2% | -49.9% | -48.2% |
| 1Y | -61.4% | +20.4% | -81.8% | -57.3% |
| 3Y | -99.1% | -32.1% | -67.0% | -99.1% |
| All | -99.2% | -26.5% | -72.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling