+236.5%
C vs NVDL
+2,480.8%
-2,244.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.0% |
| 7D | +0.3% | -8.7% | +8.9% | +1.1% |
| 30D | +2.0% | -1.3% | +3.3% | +1.8% |
| 3M | +4.4% | +11.4% | -7.0% | +2.5% |
| 6M | +28.3% | +22.9% | +5.5% | +24.0% |
| YTD | +20.5% | +15.4% | +5.1% | +16.7% |
| 1Y | +45.5% | +18.8% | +26.8% | +39.5% |
| 3Y | +274.0% | +641.4% | -367.4% | +193.2% |
| All | +236.5% | +2,480.8% | -2,244.2% | +121.1% |
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 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