+2,672.5%
NVDL vs ECL
+85.8%
+2,586.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +7.3% | -0.8% | +8.1% | +7.8% |
| 30D | -0.7% | -2.5% | +1.8% | +0.3% |
| 3M | +9.5% | +8.3% | +1.1% | +2.2% |
| 6M | +41.6% | -1.1% | +42.7% | +40.6% |
| YTD | +23.3% | +6.5% | +16.8% | +14.9% |
| 1Y | +40.3% | +2.1% | +38.2% | +33.2% |
| 3Y | +692.2% | +57.6% | +634.6% | +429.1% |
| All | +2,672.5% | +85.8% | +2,586.7% | +1,379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling