+2,672.5%
NVDL vs FLEX
+557.8%
+2,114.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -7.7% |
| 7D | +7.3% | +7.0% | +0.3% | +1.0% |
| 30D | -0.7% | -5.8% | +5.1% | +4.2% |
| 3M | +9.5% | -24.2% | +33.7% | +32.9% |
| 6M | +41.6% | +90.8% | -49.2% | -42.8% |
| YTD | +23.3% | +89.2% | -65.9% | -50.6% |
| 1Y | +40.3% | +104.7% | -64.4% | -50.6% |
| 3Y | +692.2% | +478.1% | +214.1% | +10.1% |
| All | +2,672.5% | +557.8% | +2,114.7% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling