+519.9%
FIX vs NVDL
+318.8%
+201.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.8% | -0.8% | +3.3% |
| 7D | +6.4% | -26.2% | +32.6% | +16.1% |
| 30D | -29.1% | -43.2% | +14.1% | -16.0% |
| 3M | -31.1% | -40.5% | +9.4% | -20.2% |
| 6M | -42.8% | -45.4% | +2.6% | -33.2% |
| YTD | +24.6% | -30.5% | +55.1% | +33.0% |
| 1Y | +21.9% | -37.1% | +59.0% | +33.6% |
| All | +519.9% | +318.8% | +201.1% | +331.8% |
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