+439.1%
NET vs NVDL
+2,772.7%
-2,333.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -7.0% | +11.7% | -18.7% | -9.4% |
| 30D | -4.8% | +7.8% | -12.6% | -6.8% |
| 3M | +3.8% | +3.3% | +0.5% | +1.4% |
| 6M | +50.0% | +38.9% | +11.2% | +34.5% |
| YTD | +41.5% | +28.5% | +13.0% | +27.9% |
| 1Y | +32.8% | +40.6% | -7.8% | +16.0% |
| 3Y | +335.9% | +648.7% | -312.8% | +84.3% |
| All | +439.1% | +2,772.7% | -2,333.6% | +21.4% |
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