+40.6%
NVDL vs M
+46.1%
-5.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -0.9% | +1.4% |
| 7D | +11.7% | +4.7% | +6.9% | +11.3% |
| 30D | +7.8% | -9.6% | +17.5% | +8.8% |
| 3M | +3.3% | +0.9% | +2.5% | +2.8% |
| 6M | +38.9% | +22.3% | +16.6% | +35.1% |
| YTD | +28.5% | +6.5% | +22.0% | +25.7% |
| 1Y | +40.6% | +38.8% | +1.8% | +37.7% |
| All | +40.6% | +46.1% | -5.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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