+2,622.7%
NVDL vs RF
+54.3%
+2,568.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +3.4% | -4.0% | +7.4% | +5.6% |
| 3M | +8.1% | +5.6% | +2.5% | +4.5% |
| 6M | +31.9% | +13.1% | +18.8% | +22.0% |
| YTD | +21.1% | +13.6% | +7.6% | +11.3% |
| 1Y | +34.0% | +16.0% | +18.1% | +21.2% |
| 3Y | +677.9% | +90.2% | +587.8% | +458.8% |
| All | +2,622.7% | +54.3% | +2,568.4% | +2,077.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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