+175.3%
B vs NVDL
+2,657.6%
-2,482.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.2% |
| 7D | +2.3% | +7.3% | -5.0% | +1.9% |
| 30D | +1.4% | -0.7% | +2.0% | +1.3% |
| 3M | +12.2% | +9.5% | +2.7% | +11.3% |
| 6M | -2.1% | +41.6% | -43.7% | -4.1% |
| YTD | +2.9% | +23.3% | -20.4% | +1.2% |
| 1Y | +55.3% | +40.3% | +15.0% | +51.7% |
| 3Y | +198.7% | +692.2% | -493.5% | +192.2% |
| All | +175.3% | +2,657.6% | -2,482.3% | +169.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling