+40.6%
NVDL vs FDS
-17.4%
+58.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +1.0% |
| 7D | +11.7% | -1.9% | +13.6% | +11.3% |
| 30D | +7.8% | +9.0% | -1.2% | +9.7% |
| 3M | +3.3% | +18.9% | -15.5% | +8.3% |
| 6M | +38.9% | +35.1% | +3.8% | +50.2% |
| YTD | +28.5% | +5.5% | +23.0% | +34.4% |
| 1Y | +40.6% | -16.8% | +57.4% | +40.4% |
| All | +40.6% | -17.4% | +58.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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