+2,622.7%
NVDL vs COMP
+271.5%
+2,351.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -0.8% | +0.8% | -1.7% | -1.0% |
| 30D | +3.4% | -13.9% | +17.3% | +6.5% |
| 3M | +8.1% | +30.7% | -22.6% | +1.3% |
| 6M | +31.9% | +18.7% | +13.2% | +24.7% |
| YTD | +21.1% | +1.0% | +20.1% | +17.4% |
| 1Y | +34.0% | +15.1% | +19.0% | +25.3% |
| 3Y | +677.9% | +219.8% | +458.2% | +485.4% |
| All | +2,622.7% | +271.5% | +2,351.3% | +1,586.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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