+1,377.5%
NVDL vs FN
+157.6%
+1,219.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.8% | -6.1% | -7.8% |
| 7D | -34.5% | -4.1% | -30.4% | -33.1% |
| 30D | -47.7% | -28.3% | -19.4% | -36.3% |
| 3M | -43.9% | -33.9% | -10.0% | -30.1% |
| 6M | -46.4% | -43.9% | -2.5% | -29.1% |
| YTD | -34.3% | -23.4% | -10.8% | -36.2% |
| 1Y | -44.0% | -25.4% | -18.6% | -45.2% |
| 3Y | +295.7% | +107.9% | +187.8% | +100.4% |
| All | +1,377.5% | +157.6% | +1,219.8% | +572.8% |
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