+2,490.2%
NVDL vs ESI
+85.1%
+2,405.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.7% |
| 7D | -10.3% | -4.6% | -5.7% | -6.2% |
| 30D | -7.1% | -10.5% | +3.4% | +3.6% |
| 3M | +6.6% | -19.8% | +26.4% | +29.5% |
| 6M | +21.1% | +5.8% | +15.3% | +6.4% |
| YTD | +15.2% | +38.3% | -23.1% | -26.0% |
| 1Y | +18.8% | +31.5% | -12.7% | -20.4% |
| 3Y | +649.9% | +80.7% | +569.2% | +265.7% |
| All | +2,490.2% | +85.1% | +2,405.1% | +1,047.9% |
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