-20.1%
NVDL vs ADVB
-76.7%
+56.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.5% | -6.1% |
| 7D | -14.0% | -29.5% | +15.5% | -14.4% |
| 30D | -31.2% | -66.9% | +35.7% | -32.3% |
| 3M | -15.5% | -73.7% | +58.2% | -17.0% |
| 6M | -10.3% | -64.8% | +54.5% | -8.9% |
| YTD | -5.8% | -64.0% | +58.3% | -5.0% |
| 1Y | -20.1% | -77.0% | +56.9% | -16.6% |
| All | -20.1% | -76.7% | +56.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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