+688.3%
NVDL vs FIVE
+52.3%
+636.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | +3.4% | +5.0% | -1.6% | +0.9% |
| 3M | +8.1% | +29.5% | -21.4% | -2.8% |
| 6M | +31.9% | +12.4% | +19.5% | +23.2% |
| YTD | +21.1% | +31.2% | -10.1% | +6.6% |
| 1Y | +34.0% | +72.9% | -38.8% | +5.9% |
| All | +688.3% | +52.3% | +636.0% | +359.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling