-99.1%
NVD vs ESI
+86.3%
-185.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +0.2% |
| 7D | +9.0% | -2.3% | +11.4% | +6.9% |
| 30D | -5.5% | -9.0% | +3.6% | -12.1% |
| 3M | -24.6% | -13.3% | -11.4% | -30.6% |
| 6M | -42.1% | +5.3% | -47.4% | -32.1% |
| YTD | -44.3% | +37.6% | -82.0% | -9.1% |
| 1Y | -54.2% | +33.6% | -87.8% | -26.2% |
| 3Y | -99.1% | +75.8% | -174.9% | -97.6% |
| All | -99.1% | +86.3% | -185.4% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling