+2,967.8%
APP vs NVDL
+2,476.2%
+491.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.1% | -10.3% | +11.4% | +4.3% |
| 30D | +6.6% | -7.1% | +13.8% | +8.1% |
| 3M | -32.3% | +6.6% | -38.9% | -35.0% |
| 6M | -29.8% | +21.1% | -50.9% | -36.7% |
| YTD | -51.9% | +15.2% | -67.1% | -56.3% |
| 1Y | -43.3% | +18.8% | -62.1% | -49.7% |
| 3Y | +664.1% | +649.9% | +14.2% | +270.5% |
| All | +2,967.8% | +2,476.2% | +491.6% | +772.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling