+2,490.2%
NVDL vs CHD
+19.9%
+2,470.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | 0.0% |
| 7D | -10.3% | -4.5% | -5.9% | -13.5% |
| 30D | -7.1% | -6.7% | -0.4% | -11.7% |
| 3M | +6.6% | -2.7% | +9.3% | +5.4% |
| 6M | +21.1% | -4.9% | +26.0% | +17.4% |
| YTD | +15.2% | +13.3% | +1.9% | +30.4% |
| 1Y | +18.8% | +1.0% | +17.8% | +25.1% |
| 3Y | +649.9% | +1.3% | +648.6% | +696.5% |
| All | +2,490.2% | +19.9% | +2,470.3% | +2,568.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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