-99.2%
NVD vs ES
+27.7%
-126.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -11.1% | +0.3% | -11.4% | -11.2% |
| 30D | -13.3% | -2.0% | -11.3% | -12.6% |
| 3M | -19.8% | +1.7% | -21.5% | -20.2% |
| 6M | -48.8% | -3.5% | -45.3% | -48.1% |
| YTD | -49.7% | +7.9% | -57.6% | -51.1% |
| 1Y | -61.4% | +17.2% | -78.5% | -63.8% |
| 3Y | -99.1% | +29.3% | -128.4% | -99.2% |
| All | -99.2% | +27.7% | -126.9% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling