+14.4%
FIX vs NVDL
-23.5%
+37.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.1% | -9.0% | -12.8% |
| 7D | -18.9% | -14.0% | -4.9% | -14.1% |
| 30D | -36.3% | -31.2% | -5.1% | -27.4% |
| 3M | -38.5% | -15.5% | -23.0% | -35.0% |
| 6M | -42.3% | -10.3% | -32.0% | -41.8% |
| YTD | +17.1% | -5.8% | +22.9% | +10.7% |
| 1Y | +14.4% | -20.1% | +34.5% | +11.9% |
| All | +14.4% | -23.5% | +37.8% | +11.9% |
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