+134.6%
B vs NVDL
+1,259.0%
-1,124.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | -7.3% | -24.8% | +17.5% | -5.7% |
| 30D | -3.3% | -48.0% | +44.7% | +0.4% |
| 3M | -7.8% | -51.5% | +43.8% | -3.9% |
| 6M | -15.5% | -54.9% | +39.4% | -11.9% |
| YTD | -12.3% | -39.2% | +27.0% | -10.2% |
| 1Y | +5.4% | -41.1% | +46.5% | +7.9% |
| 3Y | +165.5% | +262.9% | -97.4% | +170.4% |
| All | +134.6% | +1,259.0% | -1,124.4% | +139.3% |
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