+2,490.2%
NVDL vs FIVE
+32.5%
+2,457.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -10.3% | -3.0% | -7.3% | -9.3% |
| 30D | -7.1% | +2.7% | -9.8% | -8.6% |
| 3M | +6.6% | +21.1% | -14.5% | -1.6% |
| 6M | +21.1% | +11.9% | +9.1% | +13.3% |
| YTD | +15.2% | +29.9% | -14.6% | +1.9% |
| 1Y | +18.8% | +67.8% | -49.0% | -5.0% |
| 3Y | +649.9% | +52.8% | +597.1% | +386.2% |
| All | +2,490.2% | +32.5% | +2,457.6% | +1,625.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling