+0.8%
META vs NVDL
-23.5%
+24.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.1% | +7.5% | +2.4% |
| 7D | +2.9% | -14.0% | +16.9% | +5.3% |
| 30D | -15.1% | -31.2% | +16.1% | -10.0% |
| 3M | +7.2% | -15.5% | +22.7% | +9.2% |
| 6M | +3.4% | -10.3% | +13.7% | +1.6% |
| YTD | -4.3% | -5.8% | +1.5% | -8.3% |
| 1Y | +0.8% | -20.1% | +20.9% | -3.1% |
| All | +0.8% | -23.5% | +24.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling