+40.6%
NVDL vs FFIV
+25.9%
+14.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +11.7% | -1.0% | +12.6% | +12.0% |
| 30D | +7.8% | -5.1% | +12.9% | +9.7% |
| 3M | +3.3% | -4.5% | +7.8% | +5.1% |
| 6M | +38.9% | +36.5% | +2.4% | +34.0% |
| YTD | +28.5% | +53.0% | -24.5% | +24.9% |
| 1Y | +40.6% | +24.2% | +16.4% | +37.9% |
| All | +40.6% | +25.9% | +14.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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