+2,672.5%
NVDL vs BAH
-26.7%
+2,699.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | +7.3% | -4.3% | +11.6% | +7.8% |
| 30D | -0.7% | -4.5% | +3.8% | -0.3% |
| 3M | +9.5% | -7.6% | +17.1% | +10.7% |
| 6M | +41.6% | -10.6% | +52.2% | +43.6% |
| YTD | +23.3% | -12.6% | +35.9% | +25.5% |
| 1Y | +40.3% | -27.0% | +67.3% | +47.2% |
| 3Y | +692.2% | -31.5% | +723.7% | +759.4% |
| All | +2,672.5% | -26.7% | +2,699.2% | +2,788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling