-98.7%
NVD vs ES
+28.3%
-127.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.3% |
| 7D | +27.3% | +0.1% | +27.2% | +27.4% |
| 30D | +59.9% | +6.7% | +53.2% | +56.3% |
| 3M | +39.4% | +0.3% | +39.1% | +39.4% |
| 6M | +27.6% | +7.4% | +20.2% | +24.3% |
| YTD | -17.9% | +8.4% | -26.3% | -20.4% |
| 1Y | -14.5% | +0.6% | -15.1% | -14.8% |
| 3Y | -98.6% | +50.6% | -149.2% | -98.7% |
| All | -98.7% | +28.3% | -127.0% | -98.8% |
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