+2,788.3%
NVDL vs CI
-11.2%
+2,799.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.4% |
| 7D | +11.7% | +1.3% | +10.4% | +12.0% |
| 30D | +7.8% | +4.4% | +3.4% | +8.7% |
| 3M | +3.3% | +0.7% | +2.7% | +3.8% |
| 6M | +38.9% | +0.3% | +38.5% | +39.2% |
| YTD | +28.5% | +3.8% | +24.7% | +29.7% |
| 1Y | +40.6% | -5.5% | +46.1% | +40.2% |
| 3Y | +648.7% | +8.1% | +640.6% | +659.9% |
| All | +2,788.3% | -11.2% | +2,799.5% | +2,875.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 all: compounded portfolio wealth divided by compounded CI 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…
all analysis · Full analysis span regression · 6 months rolling