+2,622.7%
NVDL vs CF
+49.5%
+2,573.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.7% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +3.4% | +14.3% | -10.9% | +3.8% |
| 3M | +8.1% | +27.9% | -19.7% | +8.6% |
| 6M | +31.9% | +25.5% | +6.3% | +30.2% |
| YTD | +21.1% | +81.2% | -60.1% | +14.1% |
| 1Y | +34.0% | +66.5% | -32.5% | +27.5% |
| 3Y | +677.9% | +76.7% | +601.3% | +619.0% |
| All | +2,622.7% | +49.5% | +2,573.2% | +2,937.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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