+651.2%
NVDL vs ESI
+73.2%
+578.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.2% | -0.5% |
| 7D | -8.7% | -2.3% | -6.4% | -6.7% |
| 30D | -1.3% | -9.0% | +7.7% | +8.2% |
| 3M | +11.4% | -13.3% | +24.6% | +24.3% |
| 6M | +22.9% | +5.3% | +17.6% | +8.7% |
| YTD | +15.4% | +37.6% | -22.2% | -25.1% |
| 1Y | +18.8% | +33.6% | -14.9% | -21.6% |
| All | +651.2% | +73.2% | +578.0% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling