+2,494.8%
NVDL vs FOXA
+111.3%
+2,383.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.3% |
| 7D | -8.7% | -3.7% | -4.9% | -7.7% |
| 30D | -1.3% | +5.4% | -6.7% | -3.3% |
| 3M | +11.4% | -3.7% | +15.1% | +11.5% |
| 6M | +22.9% | +12.6% | +10.3% | +14.4% |
| YTD | +15.4% | -10.0% | +25.4% | +19.8% |
| 1Y | +18.8% | +15.0% | +3.7% | +7.4% |
| 3Y | +641.4% | +115.1% | +526.3% | +463.5% |
| All | +2,494.8% | +111.3% | +2,383.4% | +1,783.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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