+2,490.2%
NVDL vs AFL
+74.0%
+2,416.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | -10.3% | -1.6% | -8.7% | -10.6% |
| 30D | -7.1% | -4.0% | -3.1% | -7.7% |
| 3M | +6.6% | -0.5% | +7.1% | +6.5% |
| 6M | +21.1% | +6.5% | +14.5% | +21.6% |
| YTD | +15.2% | +6.2% | +9.0% | +15.7% |
| 1Y | +18.8% | +8.3% | +10.5% | +19.2% |
| 3Y | +649.9% | +62.5% | +587.4% | +649.5% |
| All | +2,490.2% | +74.0% | +2,416.1% | +2,301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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