+173.4%
NVDL vs ADVB
-88.8%
+262.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -4.0% |
| 7D | +7.3% | -14.0% | +21.3% | +7.4% |
| 30D | -0.7% | +41.0% | -41.7% | -1.1% |
| 3M | +9.5% | +127.9% | -118.4% | +7.4% |
| 6M | +41.6% | +101.3% | -59.7% | +35.6% |
| YTD | +23.3% | +53.8% | -30.4% | +19.8% |
| 1Y | +40.3% | +4.4% | +35.9% | +37.1% |
| All | +173.4% | -88.8% | +262.2% | +280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling