-99.2%
NVD vs ES
+28.5%
-127.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.6% |
| 7D | -7.7% | +1.4% | -9.1% | -8.2% |
| 30D | -5.8% | -1.2% | -4.6% | -5.4% |
| 3M | -23.2% | +5.0% | -28.2% | -24.6% |
| 6M | -49.7% | -2.8% | -46.9% | -49.3% |
| YTD | -47.7% | +8.6% | -56.3% | -49.3% |
| 1Y | -61.3% | +18.9% | -80.3% | -64.0% |
| 3Y | -99.2% | +32.1% | -131.3% | -99.2% |
| All | -99.2% | +28.5% | -127.7% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling