+2,490.2%
NVDL vs BTDR
+15.0%
+2,475.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.9% |
| 7D | -10.3% | -3.4% | -6.9% | -9.8% |
| 30D | -7.1% | +32.6% | -39.7% | -11.9% |
| 3M | +6.6% | -32.2% | +38.8% | +12.3% |
| 6M | +21.1% | +52.4% | -31.3% | +9.8% |
| YTD | +15.2% | +6.7% | +8.5% | +10.0% |
| 1Y | +18.8% | -15.2% | +34.0% | +14.0% |
| 3Y | +649.9% | +14.9% | +635.0% | +549.0% |
| All | +2,490.2% | +15.0% | +2,475.2% | +2,066.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling