+234.8%
C vs NVDL
+2,608.0%
-2,373.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +1.9% | +3.4% | -1.5% | +1.3% |
| 3M | +2.8% | +8.1% | -5.3% | +1.2% |
| 6M | +30.6% | +31.9% | -1.3% | +25.2% |
| YTD | +19.9% | +21.1% | -1.2% | +15.5% |
| 1Y | +44.6% | +34.0% | +10.5% | +37.0% |
| 3Y | +272.1% | +677.9% | -405.8% | +190.3% |
| All | +234.8% | +2,608.0% | -2,373.2% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling