+2,494.8%
NVDL vs FDS
-40.4%
+2,535.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.8% | +1.1% | -3.5% |
| 7D | -8.7% | -16.0% | +7.3% | -5.5% |
| 30D | -1.3% | -6.7% | +5.4% | 0.0% |
| 3M | +11.4% | +6.0% | +5.4% | +9.1% |
| 6M | +22.9% | +25.1% | -2.2% | +13.0% |
| YTD | +15.4% | -8.1% | +23.6% | +22.4% |
| 1Y | +18.8% | -26.0% | +44.8% | +43.1% |
| 3Y | +641.4% | -36.4% | +677.8% | +849.5% |
| All | +2,494.8% | -40.4% | +2,535.2% | +3,581.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling