+2,672.5%
NVDL vs ED
+23.7%
+2,648.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -2.7% |
| 7D | +7.3% | +0.5% | +6.8% | +8.2% |
| 30D | -0.7% | +1.1% | -1.8% | +1.3% |
| 3M | +9.5% | +4.6% | +4.8% | +18.5% |
| 6M | +41.6% | -2.0% | +43.6% | +41.9% |
| YTD | +23.3% | +11.7% | +11.6% | +50.6% |
| 1Y | +40.3% | +15.7% | +24.5% | +83.8% |
| 3Y | +692.2% | +34.4% | +657.8% | +1,232.9% |
| All | +2,672.5% | +23.7% | +2,648.8% | +4,918.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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