+2,490.2%
NVDL vs JAAA
+26.7%
+2,463.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.8% |
| 7D | -10.3% | +0.1% | -10.4% | -10.9% |
| 30D | -7.1% | +0.5% | -7.6% | -10.9% |
| 3M | +6.6% | +1.3% | +5.3% | -3.6% |
| 6M | +21.1% | +2.8% | +18.3% | -2.6% |
| YTD | +15.2% | +3.3% | +12.0% | -9.7% |
| 1Y | +18.8% | +4.9% | +13.9% | -16.1% |
| 3Y | +649.9% | +19.0% | +630.9% | +388.7% |
| All | +2,490.2% | +26.7% | +2,463.5% | +1,630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling