+2,494.8%
NVDL vs AFRM
+407.8%
+2,087.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | -8.7% | -8.5% | -0.2% | -6.3% |
| 30D | -1.3% | -11.4% | +10.1% | +1.9% |
| 3M | +11.4% | +8.2% | +3.1% | +7.9% |
| 6M | +22.9% | +36.6% | -13.7% | +11.2% |
| YTD | +15.4% | -8.7% | +24.1% | +15.9% |
| 1Y | +18.8% | -19.9% | +38.6% | +22.5% |
| 3Y | +641.4% | +202.6% | +438.8% | +421.4% |
| All | +2,494.8% | +407.8% | +2,087.0% | +1,213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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