+179.3%
B vs NVDL
+2,772.7%
-2,593.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.3% |
| 7D | -1.6% | +11.7% | -13.3% | -2.3% |
| 30D | +9.4% | +7.8% | +1.6% | +8.8% |
| 3M | +5.0% | +3.3% | +1.7% | +4.4% |
| 6M | -3.5% | +38.9% | -42.4% | -5.6% |
| YTD | +4.5% | +28.5% | -24.0% | +2.4% |
| 1Y | +67.8% | +40.6% | +27.2% | +63.7% |
| 3Y | +196.7% | +648.7% | -452.0% | +189.5% |
| All | +179.3% | +2,772.7% | -2,593.4% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling