+1,242.1%
FIX vs NVDL
+2,772.7%
-1,530.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +6.0% | +11.7% | -5.6% | +2.9% |
| 30D | -7.2% | +7.8% | -15.1% | -9.6% |
| 3M | -15.9% | +3.3% | -19.2% | -17.8% |
| 6M | +12.7% | +38.9% | -26.1% | +0.5% |
| YTD | +72.8% | +28.5% | +44.3% | +55.8% |
| 1Y | +122.9% | +40.6% | +82.3% | +94.8% |
| 3Y | +774.3% | +648.7% | +125.6% | +423.9% |
| All | +1,242.1% | +2,772.7% | -1,530.5% | +513.0% |
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 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