-98.5%
NVD vs EL
-20.9%
-77.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +4.2% |
| 7D | +28.6% | +1.5% | +27.1% | +29.1% |
| 30D | +73.6% | +10.0% | +63.6% | +78.2% |
| 3M | +70.1% | +28.4% | +41.7% | +83.0% |
| 6M | +53.6% | +37.1% | +16.5% | +69.0% |
| YTD | -7.0% | +7.8% | -14.8% | -2.3% |
| 1Y | -9.0% | +26.0% | -35.0% | +0.9% |
| 3Y | -98.3% | +3.8% | -102.2% | -97.9% |
| All | -98.5% | -20.9% | -77.6% | -98.3% |
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