+40.6%
NVDL vs FIVE
+66.7%
-26.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.1% |
| 7D | +11.7% | +4.3% | +7.4% | +10.2% |
| 30D | +7.8% | +12.5% | -4.7% | +2.6% |
| 3M | +3.3% | +31.2% | -27.9% | -7.4% |
| 6M | +38.9% | +14.4% | +24.5% | +28.7% |
| YTD | +28.5% | +33.9% | -5.4% | +7.7% |
| 1Y | +40.6% | +65.1% | -24.5% | +3.1% |
| All | +40.6% | +66.7% | -26.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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