+1,022.8%
NBIS vs NVDL
+37.0%
+985.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.8% | -10.3% | +9.5% | +5.9% |
| 30D | -13.4% | -7.1% | -6.3% | -10.5% |
| 3M | +1.0% | +6.6% | -5.5% | -3.9% |
| 6M | +100.5% | +21.1% | +79.4% | +72.9% |
| YTD | +168.3% | +15.2% | +153.0% | +136.3% |
| 1Y | +151.8% | +18.8% | +133.0% | +111.4% |
| All | +1,022.8% | +37.0% | +985.8% | +738.4% |
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