+40.6%
NVDL vs FANG
+43.7%
-3.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.2% |
| 7D | +11.7% | +0.8% | +10.9% | +11.9% |
| 30D | +7.8% | +7.6% | +0.2% | +9.9% |
| 3M | +3.3% | -1.3% | +4.6% | +3.7% |
| 6M | +38.9% | +14.7% | +24.2% | +43.4% |
| YTD | +28.5% | +34.8% | -6.3% | +36.2% |
| 1Y | +40.6% | +42.9% | -2.3% | +51.0% |
| All | +40.6% | +43.7% | -3.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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