+766.8%
FIX vs NVDL
+662.3%
+104.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | +3.5% | -0.8% | +4.4% | +3.7% |
| 30D | -3.5% | +3.4% | -6.9% | -5.1% |
| 3M | -11.8% | +8.1% | -19.9% | -15.0% |
| 6M | +17.8% | +31.9% | -14.1% | +5.1% |
| YTD | +73.3% | +21.1% | +52.2% | +57.0% |
| 1Y | +128.1% | +34.0% | +94.1% | +98.9% |
| All | +766.8% | +662.3% | +104.5% | +383.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling