+2,490.2%
NVDL vs FANG
+73.5%
+2,416.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -10.3% | +2.9% | -13.2% | -11.4% |
| 30D | -7.1% | +2.6% | -9.7% | -8.2% |
| 3M | +6.6% | +7.6% | -1.0% | +2.6% |
| 6M | +21.1% | +17.3% | +3.7% | +9.6% |
| YTD | +15.2% | +38.7% | -23.5% | -5.2% |
| 1Y | +18.8% | +51.6% | -32.9% | -8.6% |
| 3Y | +649.9% | +50.0% | +599.9% | +502.4% |
| All | +2,490.2% | +73.5% | +2,416.6% | +1,845.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling