+2,490.2%
NVDL vs FFIV
+157.8%
+2,332.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -3.2% |
| 7D | -10.3% | +5.4% | -15.8% | -14.7% |
| 30D | -7.1% | -2.7% | -4.5% | -5.0% |
| 3M | +6.6% | +4.5% | +2.0% | +1.3% |
| 6M | +21.1% | +42.2% | -21.1% | -14.6% |
| YTD | +15.2% | +61.3% | -46.1% | -29.6% |
| 1Y | +18.8% | +23.0% | -4.3% | -5.1% |
| 3Y | +649.9% | +156.3% | +493.6% | +180.4% |
| All | +2,490.2% | +157.8% | +2,332.4% | +812.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling