+18.8%
NVDL vs BTDR
-13.8%
+32.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.1% |
| 7D | -10.3% | -3.4% | -6.9% | -9.6% |
| 30D | -7.1% | +32.6% | -39.7% | -13.4% |
| 3M | +6.6% | -32.2% | +38.8% | +14.1% |
| 6M | +21.1% | +52.4% | -31.3% | +7.3% |
| YTD | +15.2% | +6.7% | +8.5% | +8.1% |
| 1Y | +18.8% | -15.2% | +34.0% | +11.9% |
| All | +18.8% | -13.8% | +32.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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