+2,490.2%
NVDL vs BG
+40.5%
+2,449.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.1% |
| 7D | -10.3% | +3.1% | -13.4% | -10.4% |
| 30D | -7.1% | +10.2% | -17.3% | -7.4% |
| 3M | +6.6% | -1.7% | +8.3% | +6.8% |
| 6M | +21.1% | +1.0% | +20.1% | +21.1% |
| YTD | +15.2% | +39.9% | -24.7% | +14.0% |
| 1Y | +18.8% | +53.2% | -34.4% | +16.3% |
| 3Y | +649.9% | +16.3% | +633.6% | +636.7% |
| All | +2,490.2% | +40.5% | +2,449.7% | +2,136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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