+1,273.9%
FIX vs NVDL
+2,657.6%
-1,383.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.4% |
| 7D | +6.1% | +7.3% | -1.2% | +4.0% |
| 30D | -2.7% | -0.7% | -2.0% | -3.1% |
| 3M | -10.9% | +9.5% | -20.4% | -14.2% |
| 6M | +29.0% | +41.6% | -12.6% | +14.3% |
| YTD | +76.9% | +23.3% | +53.6% | +61.2% |
| 1Y | +130.7% | +40.3% | +90.5% | +101.8% |
| 3Y | +790.7% | +692.2% | +98.5% | +432.3% |
| All | +1,273.9% | +2,657.6% | -1,383.7% | +534.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling