-54.2%
NVD vs ESI
+34.0%
-88.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +1.5% |
| 7D | +9.0% | -2.3% | +11.4% | +7.6% |
| 30D | -5.5% | -9.0% | +3.6% | -10.0% |
| 3M | -24.6% | -13.3% | -11.4% | -28.3% |
| 6M | -42.1% | +5.3% | -47.4% | -34.5% |
| YTD | -44.3% | +37.6% | -82.0% | -22.6% |
| 1Y | -54.2% | +33.6% | -87.8% | -37.5% |
| All | -54.2% | +34.0% | -88.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling