+2,490.2%
NVDL vs EXC
+14.6%
+2,475.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.6% |
| 7D | -10.3% | -1.1% | -9.2% | -11.1% |
| 30D | -7.1% | -3.6% | -3.5% | -9.7% |
| 3M | +6.6% | -4.3% | +10.8% | +3.3% |
| 6M | +21.1% | -9.9% | +31.0% | +12.6% |
| YTD | +15.2% | +1.8% | +13.5% | +19.2% |
| 1Y | +18.8% | +2.9% | +15.9% | +24.9% |
| 3Y | +649.9% | +19.1% | +630.8% | +903.4% |
| All | +2,490.2% | +14.6% | +2,475.6% | +3,542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling