-23.9%
NVDX vs EFV
+25.8%
-49.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.1% | -9.3% | -10.7% |
| 7D | -14.1% | +2.9% | -17.0% | -17.9% |
| 30D | -31.3% | +3.6% | -34.9% | -35.1% |
| 3M | -16.2% | -0.1% | -16.0% | -15.9% |
| 6M | -11.9% | +9.6% | -21.5% | -23.2% |
| YTD | -9.4% | +17.0% | -26.4% | -30.5% |
| 1Y | -23.9% | +25.7% | -49.5% | -46.3% |
| All | -23.9% | +25.8% | -49.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling