+1,266.3%
NVDL vs MOD
+562.1%
+704.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +27.9% | -31.8% | -21.2% |
| 7D | -24.8% | +40.4% | -65.2% | -42.5% |
| 30D | -48.0% | -14.0% | -34.0% | -45.8% |
| 3M | -51.5% | -33.3% | -18.2% | -41.2% |
| 6M | -54.9% | -51.4% | -3.5% | -34.2% |
| YTD | -39.2% | +1.6% | -40.8% | -51.9% |
| 1Y | -41.1% | +5.4% | -46.5% | -55.8% |
| 3Y | +262.9% | +191.0% | +71.9% | +44.5% |
| All | +1,266.3% | +562.1% | +704.3% | +161.3% |
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