+2,672.5%
NVDL vs MOD
+838.8%
+1,833.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.2% |
| 7D | +7.3% | +6.3% | +1.0% | +2.9% |
| 30D | -0.7% | -1.7% | +1.0% | +0.2% |
| 3M | +9.5% | -30.1% | +39.6% | +36.8% |
| 6M | +41.6% | +2.7% | +38.9% | +29.2% |
| YTD | +23.3% | +44.1% | -20.7% | -16.7% |
| 1Y | +40.3% | +38.7% | +1.6% | -7.1% |
| 3Y | +692.2% | +309.8% | +382.4% | +168.6% |
| All | +2,672.5% | +838.8% | +1,833.8% | +352.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling