+1,323.1%
NVDL vs FIVE
+33.9%
+1,289.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.4% | -7.5% | -8.5% |
| 7D | -17.5% | +2.4% | -19.9% | -18.3% |
| 30D | -49.2% | +15.8% | -65.1% | -51.9% |
| 3M | -49.0% | +3.8% | -52.8% | -50.2% |
| 6M | -50.9% | +18.5% | -69.5% | -55.0% |
| YTD | -36.7% | +31.2% | -67.9% | -44.5% |
| 1Y | -43.0% | +61.8% | -104.8% | -54.1% |
| 3Y | +281.1% | +39.9% | +241.2% | +154.7% |
| All | +1,323.1% | +33.9% | +1,289.1% | +839.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling