-50.9%
NVDL vs FIVE
+18.7%
-69.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.4% | -7.5% | -9.0% |
| 7D | -17.5% | +2.4% | -19.9% | -17.3% |
| 30D | -49.2% | +15.8% | -65.1% | -48.5% |
| 3M | -49.0% | +3.8% | -52.8% | -48.9% |
| 6M | -50.9% | +18.5% | -69.5% | -51.8% |
| All | -50.9% | +18.7% | -69.7% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling