+2,494.8%
NVDL vs MOD
+774.9%
+1,719.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -2.3% |
| 7D | -8.7% | -3.9% | -4.7% | -6.2% |
| 30D | -1.3% | -9.6% | +8.3% | +5.4% |
| 3M | +11.4% | -30.6% | +41.9% | +39.7% |
| 6M | +22.9% | -10.9% | +33.8% | +23.8% |
| YTD | +15.4% | +34.3% | -18.8% | -18.2% |
| 1Y | +18.8% | +18.3% | +0.4% | -11.4% |
| 3Y | +641.4% | +281.9% | +359.5% | +163.7% |
| All | +2,494.8% | +774.9% | +1,719.9% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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