+649.9%
NVDL vs EFX
-12.2%
+662.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | -10.3% | -4.5% | -5.8% | -8.8% |
| 30D | -7.1% | -6.1% | -1.0% | -5.6% |
| 3M | +6.6% | +6.2% | +0.4% | +1.1% |
| 6M | +21.1% | -11.2% | +32.3% | +24.0% |
| YTD | +15.2% | -21.4% | +36.6% | +24.3% |
| 1Y | +18.8% | -34.3% | +53.1% | +41.4% |
| 3Y | +649.9% | -12.5% | +662.4% | +664.5% |
| All | +649.9% | -12.2% | +662.1% | +664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling