+2,622.7%
NVDL vs CAPR
+111.2%
+2,511.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.7% |
| 7D | -0.8% | -12.6% | +11.8% | -0.6% |
| 30D | +3.4% | +124.4% | -121.0% | +1.7% |
| 3M | +8.1% | -66.8% | +74.9% | +9.0% |
| 6M | +31.9% | -71.8% | +103.7% | +33.2% |
| YTD | +21.1% | -70.1% | +91.2% | +22.2% |
| 1Y | +34.0% | +33.3% | +0.7% | +28.4% |
| 3Y | +677.9% | +36.7% | +641.2% | +587.8% |
| All | +2,622.7% | +111.2% | +2,511.5% | +1,893.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling