+30.2%
F vs NVDL
+2,608.0%
-2,577.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.8% |
| 7D | -4.9% | -0.8% | -4.0% | -4.8% |
| 30D | -2.9% | +3.4% | -6.3% | -3.3% |
| 3M | -9.1% | +8.1% | -17.2% | -10.0% |
| 6M | +12.9% | +31.9% | -18.9% | +10.0% |
| YTD | +6.1% | +21.1% | -15.0% | +3.6% |
| 1Y | +22.5% | +34.0% | -11.5% | +18.2% |
| 3Y | +32.1% | +677.9% | -645.9% | -3.8% |
| All | +30.2% | +2,608.0% | -2,577.8% | -29.4% |
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 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