+1,323.1%
NVDL vs AFRM
+391.7%
+931.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.0% | -8.1% |
| 7D | -17.5% | -5.5% | -12.0% | -15.9% |
| 30D | -49.2% | -15.5% | -33.8% | -46.5% |
| 3M | -49.0% | -10.3% | -38.7% | -47.6% |
| 6M | -50.9% | +0.6% | -51.6% | -51.4% |
| YTD | -36.7% | -11.5% | -25.2% | -36.0% |
| 1Y | -43.0% | -16.6% | -26.4% | -41.6% |
| 3Y | +281.1% | +193.5% | +87.6% | +173.9% |
| All | +1,323.1% | +391.7% | +931.3% | +625.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling