+649.9%
NVDL vs FDS
-37.4%
+687.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -10.3% | -14.0% | +3.7% | -9.3% |
| 30D | -7.1% | -6.2% | -0.9% | -6.5% |
| 3M | +6.6% | +10.2% | -3.6% | +5.4% |
| 6M | +21.1% | +27.4% | -6.4% | +16.1% |
| YTD | +15.2% | -9.3% | +24.5% | +22.8% |
| 1Y | +18.8% | -28.6% | +47.4% | +42.3% |
| 3Y | +649.9% | -36.8% | +686.7% | +787.0% |
| All | +649.9% | -37.4% | +687.3% | +787.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling