+606.9%
GEV vs NVDL
+129.1%
+477.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -1.5% |
| 7D | -1.9% | -8.7% | +6.8% | +0.6% |
| 30D | -8.7% | -1.3% | -7.4% | -9.0% |
| 3M | +6.6% | +11.4% | -4.7% | +1.5% |
| 6M | +10.2% | +22.9% | -12.7% | -0.2% |
| YTD | +41.6% | +15.4% | +26.2% | +29.0% |
| 1Y | +43.9% | +18.8% | +25.1% | +28.0% |
| All | +606.9% | +129.1% | +477.8% | +375.1% |
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