+2,788.8%
APP vs NVDL
+2,608.0%
+180.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -4.4% | -0.8% | -3.5% | -4.2% |
| 30D | -10.0% | +3.4% | -13.4% | -11.7% |
| 3M | -41.4% | +8.1% | -49.5% | -44.0% |
| 6M | -41.0% | +31.9% | -72.9% | -48.2% |
| YTD | -54.7% | +21.1% | -75.8% | -59.4% |
| 1Y | -45.3% | +34.0% | -79.4% | -53.2% |
| 3Y | +624.3% | +677.9% | -53.7% | +247.3% |
| All | +2,788.8% | +2,608.0% | +180.8% | +710.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling