+2,494.8%
NVDL vs APD
-1.5%
+2,496.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.6% |
| 7D | -8.7% | -3.5% | -5.2% | -7.8% |
| 30D | -1.3% | -5.1% | +3.8% | 0.0% |
| 3M | +11.4% | +6.9% | +4.5% | +8.6% |
| 6M | +22.9% | +8.1% | +14.8% | +19.0% |
| YTD | +15.4% | +21.2% | -5.8% | +8.0% |
| 1Y | +18.8% | +4.9% | +13.9% | +16.8% |
| 3Y | +641.4% | +6.3% | +635.1% | +647.4% |
| All | +2,494.8% | -1.5% | +2,496.3% | +2,628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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