+1,266.3%
NVDL vs P
+253.5%
+1,012.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.6% |
| 7D | -24.8% | +11.6% | -36.4% | -31.2% |
| 30D | -48.0% | -23.7% | -24.4% | -37.2% |
| 3M | -51.5% | -8.0% | -43.6% | -50.5% |
| 6M | -54.9% | +27.9% | -82.8% | -66.2% |
| YTD | -39.2% | +61.2% | -100.4% | -63.3% |
| 1Y | -41.1% | +28.6% | -69.7% | -60.2% |
| 3Y | +262.9% | +200.5% | +62.5% | +22.2% |
| All | +1,266.3% | +253.5% | +1,012.9% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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