+841.0%
FIX vs NVDL
+1,315.4%
-474.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.0% | +6.2% | -0.3% |
| 7D | +17.0% | -17.5% | +34.5% | +22.6% |
| 30D | -30.6% | -49.2% | +18.6% | -16.5% |
| 3M | -35.0% | -49.0% | +13.9% | -22.5% |
| 6M | -44.0% | -50.9% | +7.0% | -33.5% |
| YTD | +21.1% | -36.7% | +57.8% | +32.2% |
| 1Y | +16.3% | -43.0% | +59.2% | +30.0% |
| 3Y | +507.4% | +281.1% | +226.3% | +340.2% |
| All | +841.0% | +1,315.4% | -474.4% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling