-20.1%
NVDL vs BR
-14.2%
-5.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -4.7% |
| 7D | -14.0% | +7.0% | -21.0% | -11.2% |
| 30D | -31.2% | +19.0% | -50.2% | -25.7% |
| 3M | -15.5% | +13.1% | -28.6% | -9.9% |
| 6M | -10.3% | +24.6% | -34.9% | +0.3% |
| YTD | -5.8% | -13.6% | +7.8% | -8.5% |
| 1Y | -20.1% | -13.1% | -7.0% | -24.7% |
| All | -20.1% | -14.2% | -5.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling