+2,490.2%
NVDL vs AGG
+9.9%
+2,480.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -10.3% | -1.1% | -9.3% | -9.8% |
| 30D | -7.1% | -1.1% | -6.0% | -6.5% |
| 3M | +6.6% | -1.9% | +8.5% | +7.6% |
| 6M | +21.1% | -1.7% | +22.8% | +22.2% |
| YTD | +15.2% | -1.3% | +16.5% | +16.1% |
| 1Y | +18.8% | -0.7% | +19.5% | +19.7% |
| 3Y | +649.9% | +12.5% | +637.4% | +585.4% |
| All | +2,490.2% | +9.9% | +2,480.3% | +2,237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling