+198.0%
NEM vs NVDL
+2,608.0%
-2,410.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +10.0% | +3.4% | +6.6% | +9.7% |
| 3M | +30.9% | +8.1% | +22.8% | +30.1% |
| 6M | +10.5% | +31.9% | -21.3% | +9.0% |
| YTD | +29.7% | +21.1% | +8.6% | +28.0% |
| 1Y | +71.1% | +34.0% | +37.1% | +68.3% |
| 3Y | +252.1% | +677.9% | -425.9% | +251.1% |
| All | +198.0% | +2,608.0% | -2,410.1% | +197.8% |
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 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