-59.5%
NVD vs ES
+17.2%
-76.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.4% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -9.3% | -1.0% | -8.3% | -8.9% |
| 3M | -22.1% | +1.5% | -23.6% | -22.3% |
| 6M | -45.8% | -3.5% | -42.3% | -45.1% |
| YTD | -46.7% | +7.0% | -53.7% | -47.4% |
| 1Y | -59.5% | +15.3% | -74.8% | -55.9% |
| All | -59.5% | +17.2% | -76.6% | -55.9% |
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