+2,622.7%
NVDL vs NTAP
+204.2%
+2,418.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | +0.3% |
| 7D | -0.8% | +2.2% | -3.0% | -2.9% |
| 30D | +3.4% | -7.0% | +10.4% | +10.1% |
| 3M | +8.1% | +12.3% | -4.2% | -5.2% |
| 6M | +31.9% | +85.1% | -53.3% | -40.0% |
| YTD | +21.1% | +74.8% | -53.7% | -41.9% |
| 1Y | +34.0% | +52.7% | -18.6% | -24.0% |
| 3Y | +677.9% | +147.7% | +530.3% | +184.5% |
| All | +2,622.7% | +204.2% | +2,418.5% | +614.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 all: compounded portfolio wealth divided by compounded NTAP 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…
all analysis · Full analysis span regression · 6 months rolling