+34.0%
NVDL vs FGI
+93.3%
-59.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | -0.8% | +14.7% | -15.5% | -0.8% |
| 30D | +3.4% | +67.0% | -63.5% | +3.8% |
| 3M | +8.1% | +31.0% | -22.9% | +8.1% |
| 6M | +31.9% | +126.8% | -94.9% | +32.9% |
| YTD | +21.1% | +35.6% | -14.5% | +21.3% |
| 1Y | +34.0% | +108.9% | -74.9% | +40.2% |
| All | +34.0% | +93.3% | -59.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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