+2,622.7%
NVDL vs BAX
-50.9%
+2,673.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -0.8% | -5.1% | +4.3% | -0.3% |
| 30D | +3.4% | -12.2% | +15.6% | +4.7% |
| 3M | +8.1% | +21.8% | -13.7% | +4.8% |
| 6M | +31.9% | +36.3% | -4.4% | +25.2% |
| YTD | +21.1% | +27.8% | -6.7% | +15.7% |
| 1Y | +34.0% | -0.1% | +34.1% | +32.2% |
| 3Y | +677.9% | -33.3% | +711.3% | +672.5% |
| All | +2,622.7% | -50.9% | +2,673.6% | +2,382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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