+2,622.7%
NVDL vs EXE
+7.3%
+2,615.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -0.8% | -2.7% | +1.9% | +0.2% |
| 30D | +3.4% | -0.4% | +3.8% | +3.4% |
| 3M | +8.1% | +9.5% | -1.4% | +3.5% |
| 6M | +31.9% | -9.3% | +41.2% | +36.1% |
| YTD | +21.1% | -10.9% | +32.0% | +25.0% |
| 1Y | +34.0% | +4.3% | +29.7% | +24.5% |
| 3Y | +677.9% | +18.8% | +659.1% | +611.6% |
| All | +2,622.7% | +7.3% | +2,615.4% | +2,483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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