+110.4%
BAC vs NVDL
+2,476.2%
-2,365.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | 0.0% | -10.3% | +10.3% | +0.6% |
| 30D | -2.8% | -7.1% | +4.3% | -2.6% |
| 3M | +14.2% | +6.6% | +7.7% | +13.3% |
| 6M | +30.5% | +21.1% | +9.5% | +27.9% |
| YTD | +15.8% | +15.2% | +0.6% | +13.5% |
| 1Y | +26.2% | +18.8% | +7.4% | +22.9% |
| 3Y | +136.5% | +649.9% | -513.4% | +100.4% |
| All | +110.4% | +2,476.2% | -2,365.8% | +59.3% |
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 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