+2,788.3%
NVDL vs ES
-3.6%
+2,791.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.4% |
| 7D | +11.7% | +0.3% | +11.4% | +11.8% |
| 30D | +7.8% | -2.0% | +9.8% | +7.1% |
| 3M | +3.3% | +1.7% | +1.6% | +4.3% |
| 6M | +38.9% | -3.5% | +42.4% | +37.8% |
| YTD | +28.5% | +7.9% | +20.6% | +33.2% |
| 1Y | +40.6% | +17.2% | +23.4% | +50.6% |
| 3Y | +648.7% | +29.3% | +619.4% | +754.3% |
| All | +2,788.3% | -3.6% | +2,791.9% | +3,639.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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