+40.6%
NVDL vs AGG
+1.5%
+39.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.5% |
| 7D | +11.7% | -0.2% | +11.8% | +12.2% |
| 30D | +7.8% | -0.4% | +8.2% | +9.2% |
| 3M | +3.3% | -0.7% | +4.0% | +5.2% |
| 6M | +38.9% | -1.5% | +40.4% | +35.4% |
| YTD | +28.5% | -0.3% | +28.7% | +28.6% |
| 1Y | +40.6% | +1.3% | +39.3% | +56.1% |
| All | +40.6% | +1.5% | +39.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling