+649.9%
NVDL vs IT
-49.4%
+699.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.4% | -1.6% |
| 7D | -10.3% | -3.7% | -6.7% | -9.4% |
| 30D | -7.1% | +0.1% | -7.2% | -7.5% |
| 3M | +6.6% | +20.7% | -14.1% | -2.5% |
| 6M | +21.1% | +12.0% | +9.1% | +12.8% |
| YTD | +15.2% | -28.8% | +44.0% | +36.3% |
| 1Y | +18.8% | -25.5% | +44.3% | +34.3% |
| 3Y | +649.9% | -48.8% | +698.7% | +1,298.8% |
| All | +649.9% | -49.4% | +699.3% | +1,298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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