+2,490.2%
NVDL vs FDS
-41.1%
+2,531.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -10.3% | -14.0% | +3.7% | -7.6% |
| 30D | -7.1% | -6.2% | -0.9% | -5.9% |
| 3M | +6.6% | +10.2% | -3.6% | +3.2% |
| 6M | +21.1% | +27.4% | -6.4% | +10.3% |
| YTD | +15.2% | -9.3% | +24.5% | +22.4% |
| 1Y | +18.8% | -28.6% | +47.4% | +46.3% |
| 3Y | +649.9% | -36.8% | +686.7% | +856.0% |
| All | +2,490.2% | -41.1% | +2,531.3% | +3,583.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling