-99.2%
NVD vs ESI
+95.0%
-194.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +0.8% |
| 7D | +0.5% | +3.9% | -3.4% | +4.3% |
| 30D | -9.3% | -3.8% | -5.5% | -11.3% |
| 3M | -22.1% | -13.1% | -9.0% | -28.2% |
| 6M | -45.8% | +11.3% | -57.1% | -33.1% |
| YTD | -46.7% | +44.1% | -90.8% | -9.3% |
| 1Y | -59.5% | +40.3% | -99.8% | -31.7% |
| 3Y | -99.2% | +84.1% | -183.2% | -97.6% |
| All | -99.2% | +95.0% | -194.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling