+155.4%
NVDL vs ADVB
-89.8%
+245.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.3% | -0.1% |
| 7D | -10.3% | -12.3% | +1.9% | -10.2% |
| 30D | -7.1% | +7.8% | -14.9% | -7.2% |
| 3M | +6.6% | +104.2% | -97.7% | +4.6% |
| 6M | +21.1% | +58.1% | -37.0% | +17.3% |
| YTD | +15.2% | +40.2% | -25.0% | +12.0% |
| 1Y | +18.8% | -16.1% | +34.9% | +18.7% |
| All | +155.4% | -89.8% | +245.2% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling