+688.3%
NVDL vs FE
+46.9%
+641.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -2.1% |
| 7D | -0.8% | -0.2% | -0.7% | -1.0% |
| 30D | +3.4% | -1.2% | +4.6% | +2.8% |
| 3M | +8.1% | +1.7% | +6.5% | +9.6% |
| 6M | +31.9% | -7.5% | +39.3% | +26.7% |
| YTD | +21.1% | +6.3% | +14.8% | +27.3% |
| 1Y | +34.0% | +10.9% | +23.2% | +45.2% |
| All | +688.3% | +46.9% | +641.4% | +974.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling