+2,490.2%
NVDL vs CAPR
+104.6%
+2,385.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -10.3% | -11.0% | +0.6% | -10.1% |
| 30D | -7.1% | +99.8% | -106.9% | -8.4% |
| 3M | +6.6% | -66.6% | +73.2% | +7.5% |
| 6M | +21.1% | -75.1% | +96.1% | +22.5% |
| YTD | +15.2% | -71.0% | +86.2% | +16.3% |
| 1Y | +18.8% | +30.0% | -11.2% | +13.8% |
| 3Y | +649.9% | +29.0% | +620.9% | +566.2% |
| All | +2,490.2% | +104.6% | +2,385.5% | +1,797.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling