+427.9%
NVDL vs FN
+101.0%
+326.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.7% | -6.3% | -2.9% |
| 7D | -18.2% | 0.0% | -18.1% | -18.4% |
| 30D | -40.1% | -34.3% | -5.8% | -20.2% |
| 3M | -31.9% | -39.9% | +7.9% | -6.6% |
| 6M | -29.3% | -51.8% | +22.5% | +7.6% |
| YTD | -19.2% | -28.1% | +9.0% | -20.2% |
| 1Y | -23.3% | -29.1% | +5.8% | -24.6% |
| 3Y | +427.9% | +102.4% | +325.4% | +123.2% |
| All | +427.9% | +101.0% | +326.8% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling