+2,494.8%
NVDL vs BAH
-23.0%
+2,517.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.8% | -9.5% | -5.2% |
| 7D | -8.7% | +2.4% | -11.1% | -8.9% |
| 30D | -1.3% | -2.9% | +1.6% | -1.0% |
| 3M | +11.4% | -1.3% | +12.7% | +11.8% |
| 6M | +22.9% | -0.9% | +23.8% | +23.0% |
| YTD | +15.4% | -8.2% | +23.7% | +16.9% |
| 1Y | +18.8% | -24.0% | +42.7% | +24.3% |
| 3Y | +641.4% | -28.1% | +669.5% | +700.2% |
| All | +2,494.8% | -23.0% | +2,517.8% | +2,590.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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