+33.2%
NEE vs NVDL
+625.2%
-591.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | -10.3% | +9.0% | -1.5% |
| 30D | -3.3% | -7.1% | +3.8% | -3.4% |
| 3M | -2.3% | +6.6% | -8.8% | -2.1% |
| 6M | -8.9% | +21.1% | -29.9% | -8.5% |
| YTD | +4.8% | +15.2% | -10.4% | +5.2% |
| 1Y | +18.7% | +18.8% | -0.1% | +19.4% |
| 3Y | +33.2% | +649.9% | -616.7% | +42.8% |
| All | +33.2% | +625.2% | -591.9% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling