+136.4%
BAC vs NVDL
+662.3%
-525.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | +0.6% | -0.8% | +1.5% | +0.7% |
| 30D | -1.4% | +3.4% | -4.8% | -1.7% |
| 3M | +15.7% | +8.1% | +7.6% | +14.8% |
| 6M | +32.2% | +31.9% | +0.3% | +29.0% |
| YTD | +15.8% | +21.1% | -5.3% | +13.2% |
| 1Y | +27.3% | +34.0% | -6.8% | +23.2% |
| All | +136.4% | +662.3% | -525.8% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling