-14.5%
NVD vs ES
+1.2%
-15.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.6% |
| 7D | +27.3% | +0.1% | +27.2% | +27.5% |
| 30D | +59.9% | +6.7% | +53.2% | +55.2% |
| 3M | +39.4% | +0.3% | +39.1% | +39.1% |
| 6M | +27.6% | +7.4% | +20.2% | +23.6% |
| YTD | -17.9% | +8.4% | -26.3% | -20.8% |
| 1Y | -14.5% | +0.6% | -15.1% | -15.3% |
| All | -14.5% | +1.2% | -15.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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