+40.6%
NVDL vs EW
+11.0%
+29.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +11.7% | -0.3% | +12.0% | +11.8% |
| 30D | +7.8% | +1.0% | +6.8% | +7.0% |
| 3M | +3.3% | +2.8% | +0.5% | +1.1% |
| 6M | +38.9% | +5.5% | +33.4% | +33.8% |
| YTD | +28.5% | +5.5% | +23.0% | +23.2% |
| 1Y | +40.6% | +11.0% | +29.6% | +25.1% |
| All | +40.6% | +11.0% | +29.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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