+37.5%
F vs NVDL
+680.6%
-643.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -4.0% |
| 7D | +1.2% | +7.3% | -6.1% | +0.8% |
| 30D | +1.2% | -0.7% | +1.9% | +1.1% |
| 3M | -5.7% | +9.5% | -15.1% | -6.5% |
| 6M | +17.9% | +41.6% | -23.7% | +15.2% |
| YTD | +10.4% | +23.3% | -12.9% | +8.3% |
| 1Y | +25.3% | +40.3% | -14.9% | +21.7% |
| 3Y | +37.5% | +692.2% | -654.7% | +11.4% |
| All | +37.5% | +680.6% | -643.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling