+2,494.8%
NVDL vs JAAA
+26.6%
+2,468.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.5% |
| 7D | -8.7% | +0.1% | -8.8% | -9.2% |
| 30D | -1.3% | +0.4% | -1.7% | -4.6% |
| 3M | +11.4% | +1.2% | +10.1% | +1.2% |
| 6M | +22.9% | +2.7% | +20.2% | -0.2% |
| YTD | +15.4% | +3.2% | +12.2% | -9.0% |
| 1Y | +18.8% | +4.8% | +13.9% | -15.5% |
| 3Y | +641.4% | +19.0% | +622.4% | +386.4% |
| All | +2,494.8% | +26.6% | +2,468.2% | +1,645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling