+11.4%
NVDL vs NI
-10.8%
+22.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.7% |
| 7D | -8.7% | -0.6% | -8.1% | -8.6% |
| 30D | -1.3% | -1.4% | +0.1% | -1.2% |
| 3M | +11.4% | -10.6% | +21.9% | +10.2% |
| All | +11.4% | -10.8% | +22.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3mo: compounded portfolio wealth divided by compounded NI 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…
3mo analysis · Full analysis span regression · Available span rolling