-20.1%
NVDL vs FE
+6.1%
-26.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -14.0% | +1.7% | -15.7% | -13.5% |
| 30D | -31.2% | +8.1% | -39.3% | -29.7% |
| 3M | -15.5% | -1.3% | -14.2% | -15.3% |
| 6M | -10.3% | +2.9% | -13.2% | -7.9% |
| YTD | -5.8% | +8.6% | -14.3% | -0.4% |
| 1Y | -20.1% | +6.3% | -26.4% | -15.4% |
| All | -20.1% | +6.1% | -26.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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