+2,490.2%
NVDL vs EWT
+216.4%
+2,273.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -3.9% |
| 7D | -10.3% | -1.1% | -9.2% | -8.2% |
| 30D | -7.1% | +4.5% | -11.6% | -14.8% |
| 3M | +6.6% | +8.3% | -1.7% | -11.2% |
| 6M | +21.1% | +54.2% | -33.2% | -58.2% |
| YTD | +15.2% | +74.6% | -59.4% | -71.5% |
| 1Y | +18.8% | +84.9% | -66.1% | -74.5% |
| 3Y | +649.9% | +197.5% | +452.4% | -39.8% |
| All | +2,490.2% | +216.4% | +2,273.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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