+45.7%
NVDL vs ADVB
-97.4%
+143.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.9% | -13.8% | -11.0% |
| 7D | -34.5% | -4.1% | -30.4% | -34.4% |
| 30D | -47.7% | -60.3% | +12.6% | -47.0% |
| 3M | -43.9% | -73.3% | +29.4% | -43.0% |
| 6M | -46.4% | -65.9% | +19.5% | -46.0% |
| YTD | -34.3% | -63.9% | +29.6% | -35.1% |
| 1Y | -44.0% | -74.1% | +30.1% | -43.2% |
| All | +45.7% | -97.4% | +143.1% | +106.3% |
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