+1,126.2%
BE vs NVDL
+2,608.0%
-1,481.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | +23.9% | -0.8% | +24.8% | +24.2% |
| 30D | +27.8% | +3.4% | +24.4% | +26.2% |
| 3M | +3.7% | +8.1% | -4.4% | +1.2% |
| 6M | +78.0% | +31.9% | +46.1% | +64.3% |
| YTD | +209.9% | +21.1% | +188.8% | +191.8% |
| 1Y | +389.6% | +34.0% | +355.6% | +357.4% |
| 3Y | +1,730.6% | +677.9% | +1,052.6% | +1,070.6% |
| All | +1,126.2% | +2,608.0% | -1,481.8% | +432.2% |
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