+190.1%
JPM vs NVDL
+2,476.2%
-2,286.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.7% | -10.3% | +9.6% | 0.0% |
| 30D | -2.5% | -7.1% | +4.7% | -2.2% |
| 3M | +14.1% | +6.6% | +7.6% | +13.1% |
| 6M | +25.1% | +21.1% | +4.0% | +22.1% |
| YTD | +12.1% | +15.2% | -3.1% | +9.5% |
| 1Y | +18.8% | +18.8% | 0.0% | +15.2% |
| 3Y | +163.4% | +649.9% | -486.5% | +116.0% |
| All | +190.1% | +2,476.2% | -2,286.0% | +112.5% |
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