+2,494.8%
NVDL vs BTDR
+10.9%
+2,483.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.5% | +1.8% | -3.5% |
| 7D | -8.7% | -3.2% | -5.5% | -8.1% |
| 30D | -1.3% | +32.7% | -34.0% | -6.3% |
| 3M | +11.4% | -28.4% | +39.7% | +16.1% |
| 6M | +22.9% | +51.7% | -28.8% | +11.6% |
| YTD | +15.4% | +2.9% | +12.6% | +11.0% |
| 1Y | +18.8% | -15.5% | +34.2% | +14.1% |
| 3Y | +641.4% | 0.0% | +641.4% | +546.5% |
| All | +2,494.8% | +10.9% | +2,483.9% | +2,085.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling