+649.9%
NVDL vs EQX
+168.9%
+481.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -10.3% | -3.2% | -7.1% | -9.6% |
| 30D | -7.1% | +7.8% | -14.9% | -8.9% |
| 3M | +6.6% | +21.3% | -14.8% | +1.2% |
| 6M | +21.1% | -22.4% | +43.5% | +25.6% |
| YTD | +15.2% | -11.3% | +26.5% | +15.1% |
| 1Y | +18.8% | +13.5% | +5.3% | +12.3% |
| 3Y | +649.9% | +162.1% | +487.8% | +537.8% |
| All | +649.9% | +168.9% | +481.0% | +537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling