-29.3%
NVDL vs FN
-52.0%
+22.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.7% | -6.3% | +0.4% |
| 7D | -18.2% | 0.0% | -18.1% | -17.7% |
| 30D | -40.1% | -34.3% | -5.8% | -30.3% |
| 3M | -31.9% | -39.9% | +7.9% | -19.5% |
| 6M | -29.3% | -51.8% | +22.5% | -11.2% |
| All | -29.3% | -52.0% | +22.7% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling