+16.7%
F vs NVDL
+1,259.0%
-1,242.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.4% |
| 7D | -3.1% | -24.8% | +21.7% | -1.3% |
| 30D | 0.0% | -48.0% | +48.1% | +4.2% |
| 3M | -13.2% | -51.5% | +38.3% | -9.4% |
| 6M | -10.2% | -54.9% | +44.7% | -6.2% |
| YTD | -4.9% | -39.2% | +34.3% | -3.2% |
| 1Y | -6.1% | -41.1% | +35.0% | -4.3% |
| 3Y | +46.0% | +262.9% | -217.0% | +12.3% |
| All | +16.7% | +1,259.0% | -1,242.3% | -34.0% |
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