+1,225.8%
FIX vs NVDL
+2,480.8%
-1,254.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.3% |
| 7D | +0.7% | -8.7% | +9.4% | +3.1% |
| 30D | -5.7% | -1.3% | -4.4% | -6.0% |
| 3M | -7.4% | +11.4% | -18.8% | -11.2% |
| 6M | +15.1% | +22.9% | -7.8% | +5.8% |
| YTD | +70.7% | +15.4% | +55.3% | +58.2% |
| 1Y | +111.9% | +18.8% | +93.2% | +93.4% |
| 3Y | +759.5% | +641.4% | +118.1% | +422.7% |
| All | +1,225.8% | +2,480.8% | -1,254.9% | +522.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling