-14.3%
META vs NVDL
+36.7%
-51.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +6.8% |
| 7D | +10.3% | -0.8% | +11.1% | +10.4% |
| 30D | +9.9% | +3.4% | +6.5% | +8.8% |
| 3M | +11.9% | +8.1% | +3.8% | +9.2% |
| 6M | +1.2% | +31.9% | -30.7% | -6.7% |
| YTD | -0.8% | +21.1% | -21.9% | -7.8% |
| 1Y | -14.3% | +34.0% | -48.4% | -17.8% |
| All | -14.3% | +36.7% | -51.1% | -17.8% |
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