+1,266.3%
NVDL vs CF
+35.4%
+1,230.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -24.8% | +4.8% | -29.6% | -24.6% |
| 30D | -48.0% | +4.7% | -52.8% | -47.7% |
| 3M | -51.5% | +7.4% | -59.0% | -51.2% |
| 6M | -54.9% | +0.6% | -55.5% | -54.6% |
| YTD | -39.2% | +64.1% | -103.3% | -42.6% |
| 1Y | -41.1% | +51.4% | -92.5% | -43.8% |
| 3Y | +262.9% | +67.8% | +195.1% | +237.2% |
| All | +1,266.3% | +35.4% | +1,230.9% | +1,428.9% |
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