+2,788.3%
NVDL vs FGI
-38.3%
+2,826.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +1.7% |
| 7D | +11.7% | +0.5% | +11.1% | +11.7% |
| 30D | +7.8% | +65.4% | -57.6% | +9.0% |
| 3M | +3.3% | +23.5% | -20.2% | +3.9% |
| 6M | +38.9% | +60.5% | -21.6% | +41.2% |
| YTD | +28.5% | +30.0% | -1.5% | +30.2% |
| 1Y | +40.6% | +82.1% | -41.5% | +47.1% |
| 3Y | +648.7% | -4.4% | +653.1% | +710.9% |
| All | +2,788.3% | -38.3% | +2,826.5% | +3,338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling