+203.1%
C vs NVDL
+1,315.4%
-1,112.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.8% | +0.8% |
| 7D | +4.7% | -17.5% | +22.2% | +6.5% |
| 30D | +0.2% | -49.2% | +49.4% | +6.5% |
| 3M | -9.3% | -49.0% | +39.6% | -4.0% |
| 6M | -0.8% | -50.9% | +50.1% | +4.6% |
| YTD | +8.5% | -36.7% | +45.2% | +10.8% |
| 1Y | +23.1% | -43.0% | +66.1% | +26.6% |
| 3Y | +220.8% | +281.1% | -60.3% | +167.1% |
| All | +203.1% | +1,315.4% | -1,112.3% | +109.9% |
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