+2,672.5%
NVDL vs FGI
-37.1%
+2,709.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.0% |
| 7D | +7.3% | +5.2% | +2.1% | +7.3% |
| 30D | -0.7% | +65.2% | -65.9% | +0.4% |
| 3M | +9.5% | +30.2% | -20.7% | +10.2% |
| 6M | +41.6% | +87.8% | -46.2% | +44.4% |
| YTD | +23.3% | +32.5% | -9.1% | +25.0% |
| 1Y | +40.3% | +93.6% | -53.3% | +46.9% |
| 3Y | +692.2% | -2.6% | +694.8% | +758.1% |
| All | +2,672.5% | -37.1% | +2,709.6% | +3,201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling