+2,494.8%
NVDL vs DVA
+138.3%
+2,356.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.7% |
| 7D | -8.7% | -0.2% | -8.5% | -8.7% |
| 30D | -1.3% | +1.7% | -3.0% | -1.3% |
| 3M | +11.4% | -8.7% | +20.0% | +10.6% |
| 6M | +22.9% | +19.7% | +3.2% | +19.4% |
| YTD | +15.4% | +59.6% | -44.2% | +8.4% |
| 1Y | +18.8% | +37.1% | -18.3% | +14.4% |
| 3Y | +641.4% | +89.8% | +551.6% | +577.1% |
| All | +2,494.8% | +138.3% | +2,356.5% | +2,023.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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