+2,494.8%
NVDL vs ECL
+81.5%
+2,413.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | -8.7% | -2.6% | -6.0% | -7.2% |
| 30D | -1.3% | -4.6% | +3.3% | +1.0% |
| 3M | +11.4% | +6.0% | +5.4% | +5.2% |
| 6M | +22.9% | -3.0% | +25.8% | +23.3% |
| YTD | +15.4% | +4.0% | +11.4% | +9.1% |
| 1Y | +18.8% | +2.0% | +16.7% | +12.0% |
| 3Y | +641.4% | +53.9% | +587.5% | +402.3% |
| All | +2,494.8% | +81.5% | +2,413.3% | +1,304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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