-51.7%
FIG vs NVDL
-23.5%
-28.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.1% | +11.3% | +5.5% |
| 7D | -4.7% | -14.0% | +9.4% | -4.0% |
| 30D | +0.5% | -31.2% | +31.7% | +2.5% |
| 3M | -18.4% | -15.5% | -2.9% | -18.3% |
| 6M | +10.9% | -10.3% | +21.1% | +8.5% |
| YTD | -40.8% | -5.8% | -35.0% | -42.7% |
| 1Y | -51.7% | -20.1% | -31.6% | -52.9% |
| All | -51.7% | -23.5% | -28.2% | -52.9% |
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 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