+2,490.2%
NVDL vs M
+12.6%
+2,477.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -2.3% |
| 7D | -10.3% | -4.2% | -6.1% | -9.3% |
| 30D | -7.1% | -7.2% | +0.1% | -5.3% |
| 3M | +6.6% | -11.1% | +17.7% | +9.3% |
| 6M | +21.1% | +28.8% | -7.7% | +11.0% |
| YTD | +15.2% | +2.0% | +13.2% | +12.4% |
| 1Y | +18.8% | +31.3% | -12.5% | +6.2% |
| 3Y | +649.9% | +119.1% | +530.8% | +484.2% |
| All | +2,490.2% | +12.6% | +2,477.6% | +2,242.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling