-6.1%
F vs NVDL
-43.7%
+37.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.4% |
| 7D | -3.1% | -24.8% | +21.7% | -1.0% |
| 30D | 0.0% | -48.0% | +48.1% | +5.1% |
| 3M | -13.2% | -51.5% | +38.3% | -8.5% |
| 6M | -10.2% | -54.9% | +44.7% | -4.1% |
| YTD | -4.9% | -39.2% | +34.3% | -3.2% |
| 1Y | -6.1% | -41.1% | +35.0% | -5.0% |
| All | -6.1% | -43.7% | +37.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling