+1,266.3%
NVDL vs FE
+29.2%
+1,237.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -3.4% |
| 7D | -24.8% | +1.2% | -26.0% | -24.3% |
| 30D | -48.0% | +4.5% | -52.6% | -46.8% |
| 3M | -51.5% | +1.3% | -52.9% | -51.0% |
| 6M | -54.9% | +8.7% | -63.6% | -52.6% |
| YTD | -39.2% | +9.2% | -48.4% | -35.6% |
| 1Y | -41.1% | +7.0% | -48.1% | -38.2% |
| 3Y | +262.9% | +51.4% | +211.5% | +369.8% |
| All | +1,266.3% | +29.2% | +1,237.1% | +1,765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling