+40.3%
NVDL vs ADVB
-95.9%
+136.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +42.7% | -51.6% | -9.5% |
| 7D | -17.5% | +74.2% | -91.7% | -18.3% |
| 30D | -49.2% | -35.9% | -13.4% | -49.0% |
| 3M | -49.0% | -56.4% | +7.5% | -48.6% |
| 6M | -50.9% | -36.7% | -14.2% | -51.2% |
| YTD | -36.7% | -43.3% | +6.6% | -38.0% |
| 1Y | -43.0% | -63.4% | +20.4% | -42.0% |
| All | +40.3% | -95.9% | +136.2% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling