+1,266.3%
NVDL vs AVAV
+29.3%
+1,237.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.1% |
| 7D | -24.8% | +4.2% | -29.0% | -26.1% |
| 30D | -48.0% | -2.6% | -45.5% | -47.7% |
| 3M | -51.5% | -38.0% | -13.6% | -44.5% |
| 6M | -54.9% | -27.0% | -27.9% | -51.8% |
| YTD | -39.2% | -51.4% | +12.2% | -30.0% |
| 1Y | -41.1% | -60.2% | +19.1% | -27.5% |
| 3Y | +262.9% | -6.7% | +269.6% | +260.4% |
| All | +1,266.3% | +29.3% | +1,237.0% | +1,026.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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