+2,494.8%
NVDL vs FFIV
+149.5%
+2,345.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.3% |
| 7D | -8.7% | +1.6% | -10.3% | -10.1% |
| 30D | -1.3% | -3.7% | +2.4% | +2.2% |
| 3M | +11.4% | +2.0% | +9.4% | +8.3% |
| 6M | +22.9% | +39.3% | -16.4% | -11.7% |
| YTD | +15.4% | +56.1% | -40.7% | -27.3% |
| 1Y | +18.8% | +22.0% | -3.2% | -5.3% |
| 3Y | +641.4% | +148.2% | +493.2% | +185.5% |
| All | +2,494.8% | +149.5% | +2,345.3% | +842.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling