+72.7%
NEM vs NVDL
+42.2%
+30.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +0.3% | +11.7% | -11.4% | -1.7% |
| 30D | +23.1% | +7.8% | +15.2% | +20.9% |
| 3M | +18.5% | +3.3% | +15.2% | +16.6% |
| 6M | +7.8% | +38.9% | -31.1% | +0.5% |
| YTD | +29.1% | +28.5% | +0.6% | +20.1% |
| 1Y | +72.7% | +40.6% | +32.1% | +59.8% |
| All | +72.7% | +42.2% | +30.5% | +59.8% |
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