-20.1%
NVDL vs EL
+25.6%
-45.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.3% | -12.4% | -6.7% |
| 7D | -14.0% | +2.5% | -16.5% | -14.2% |
| 30D | -31.2% | +20.1% | -51.3% | -33.0% |
| 3M | -15.5% | +29.3% | -44.8% | -18.4% |
| 6M | -10.3% | +38.8% | -49.0% | -14.7% |
| YTD | -5.8% | +8.1% | -13.9% | -11.4% |
| 1Y | -20.1% | +22.3% | -42.4% | -30.6% |
| All | -20.1% | +25.6% | -45.7% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling