+632.4%
GEV vs NVDL
+128.7%
+503.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -10.3% | +11.9% | +4.8% |
| 30D | -7.9% | -7.1% | -0.8% | -6.6% |
| 3M | +5.6% | +6.6% | -1.0% | +1.8% |
| 6M | +13.1% | +21.1% | -8.0% | +2.8% |
| YTD | +46.7% | +15.2% | +31.5% | +33.7% |
| 1Y | +51.3% | +18.8% | +32.5% | +34.6% |
| All | +632.4% | +128.7% | +503.7% | +392.5% |
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