+203.0%
C vs NVDL
+1,259.0%
-1,056.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.3% |
| 7D | +4.2% | -24.8% | +29.0% | +6.9% |
| 30D | +2.0% | -48.0% | +50.0% | +8.2% |
| 3M | -10.1% | -51.5% | +41.4% | -4.3% |
| 6M | +1.0% | -54.9% | +55.9% | +7.5% |
| YTD | +8.5% | -39.2% | +47.7% | +11.2% |
| 1Y | +25.7% | -41.1% | +66.8% | +29.0% |
| 3Y | +216.0% | +262.9% | -46.9% | +164.3% |
| All | +203.0% | +1,259.0% | -1,056.0% | +110.7% |
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