+651.2%
NVDL vs FLEX
+442.3%
+208.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -1.3% |
| 7D | -8.7% | +0.1% | -8.8% | -9.0% |
| 30D | -1.3% | -11.8% | +10.5% | +9.2% |
| 3M | +11.4% | -22.6% | +33.9% | +31.7% |
| 6M | +22.9% | +77.3% | -54.4% | -46.6% |
| YTD | +15.4% | +78.8% | -63.3% | -51.3% |
| 1Y | +18.8% | +86.1% | -67.3% | -53.8% |
| All | +651.2% | +442.3% | +208.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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