+34.4%
F vs NVDL
+2,480.8%
-2,446.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.7% | +7.9% | +3.5% |
| 7D | -3.7% | -8.7% | +5.0% | -3.1% |
| 30D | -0.7% | -1.3% | +0.6% | -0.8% |
| 3M | -1.9% | +11.4% | -13.2% | -3.1% |
| 6M | +16.1% | +22.9% | -6.8% | +13.6% |
| YTD | +9.5% | +15.4% | -6.0% | +7.2% |
| 1Y | +27.2% | +18.8% | +8.5% | +23.7% |
| 3Y | +36.3% | +641.4% | -605.1% | -0.4% |
| All | +34.4% | +2,480.8% | -2,446.4% | -26.9% |
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 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