+688.3%
NVDL vs FFIV
+151.3%
+537.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -4.9% |
| 7D | -0.8% | +3.5% | -4.3% | -3.7% |
| 30D | +3.4% | -1.3% | +4.7% | +4.5% |
| 3M | +8.1% | +2.4% | +5.7% | +5.3% |
| 6M | +31.9% | +41.8% | -9.9% | -3.5% |
| YTD | +21.1% | +58.5% | -37.4% | -21.1% |
| 1Y | +34.0% | +24.3% | +9.7% | +8.7% |
| All | +688.3% | +151.3% | +537.0% | +307.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling