+1,266.3%
NVDL vs FIVE
+33.7%
+1,232.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -24.8% | +2.7% | -27.5% | -25.7% |
| 30D | -48.0% | +12.7% | -60.7% | -50.3% |
| 3M | -51.5% | +2.1% | -53.6% | -52.5% |
| 6M | -54.9% | +17.5% | -72.4% | -58.5% |
| YTD | -39.2% | +31.0% | -70.2% | -46.7% |
| 1Y | -41.1% | +67.7% | -108.9% | -53.3% |
| 3Y | +262.9% | +43.4% | +219.5% | +140.4% |
| All | +1,266.3% | +33.7% | +1,232.7% | +803.0% |
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