+2,494.8%
NVDL vs FN
+198.6%
+2,296.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -2.4% |
| 7D | -8.7% | +2.3% | -10.9% | -10.1% |
| 30D | -1.3% | -23.2% | +21.9% | +15.2% |
| 3M | +11.4% | -30.4% | +41.7% | +35.2% |
| 6M | +22.9% | -25.6% | +48.5% | +31.5% |
| YTD | +15.4% | -11.3% | +26.7% | +5.1% |
| 1Y | +18.8% | +8.4% | +10.3% | -9.2% |
| 3Y | +641.4% | +166.2% | +475.1% | +242.1% |
| All | +2,494.8% | +198.6% | +2,296.1% | +1,008.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling