+2,622.7%
NVDL vs ESI
+92.8%
+2,529.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.7% |
| 7D | -0.8% | +3.9% | -4.8% | -4.4% |
| 30D | +3.4% | -3.8% | +7.2% | +7.7% |
| 3M | +8.1% | -13.1% | +21.2% | +21.3% |
| 6M | +31.9% | +11.3% | +20.5% | +10.3% |
| YTD | +21.1% | +44.1% | -23.0% | -25.2% |
| 1Y | +34.0% | +40.3% | -6.3% | -16.1% |
| 3Y | +677.9% | +84.1% | +593.9% | +274.4% |
| All | +2,622.7% | +92.8% | +2,529.9% | +1,060.0% |
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