+172.6%
B vs NVDL
+2,476.2%
-2,303.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -10.3% | +7.9% | -1.7% |
| 30D | +6.3% | -7.1% | +13.5% | +6.7% |
| 3M | +12.1% | +6.6% | +5.6% | +11.4% |
| 6M | -3.1% | +21.1% | -24.2% | -4.4% |
| YTD | +2.0% | +15.2% | -13.3% | +0.6% |
| 1Y | +51.7% | +18.8% | +32.9% | +49.3% |
| 3Y | +190.5% | +649.9% | -459.4% | +185.4% |
| All | +172.6% | +2,476.2% | -2,303.5% | +168.1% |
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