+193.6%
NEM vs NVDL
+2,476.2%
-2,282.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.0% | -10.3% | +9.3% | -0.5% |
| 30D | +7.8% | -7.1% | +15.0% | +8.1% |
| 3M | +30.2% | +6.6% | +23.6% | +29.5% |
| 6M | +9.6% | +21.1% | -11.5% | +8.5% |
| YTD | +27.8% | +15.2% | +12.6% | +26.5% |
| 1Y | +60.7% | +18.8% | +41.9% | +58.7% |
| 3Y | +245.3% | +649.9% | -404.6% | +245.2% |
| All | +193.6% | +2,476.2% | -2,282.6% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling