-20.1%
NVDL vs JCI
+27.0%
-47.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.2% | -1.2% |
| 7D | -14.0% | -10.7% | -3.3% | -6.0% |
| 30D | -31.2% | -10.4% | -20.8% | -24.9% |
| 3M | -15.5% | -8.3% | -7.2% | -9.4% |
| 6M | -10.3% | -2.1% | -8.1% | -7.2% |
| YTD | -5.8% | +18.4% | -24.2% | -10.3% |
| 1Y | -20.1% | +27.7% | -47.7% | -24.5% |
| All | -20.1% | +27.0% | -47.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling