-98.5%
NVD vs ESI
+80.3%
-178.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.2% |
| 7D | +28.6% | +5.5% | +23.1% | +35.5% |
| 30D | +73.6% | -7.8% | +81.4% | +66.1% |
| 3M | +70.1% | -15.0% | +85.1% | +54.6% |
| 6M | +53.6% | -24.9% | +78.5% | +29.3% |
| YTD | -7.0% | +33.2% | -40.2% | +53.6% |
| 1Y | -9.0% | +24.9% | -33.9% | +39.6% |
| 3Y | -98.3% | +77.8% | -176.1% | -95.3% |
| All | -98.5% | +80.3% | -178.9% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling