+2,672.5%
NVDL vs RF
+55.2%
+2,617.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.4% |
| 7D | +7.3% | +2.7% | +4.6% | +5.9% |
| 30D | -0.7% | -3.4% | +2.7% | +1.1% |
| 3M | +9.5% | +6.4% | +3.1% | +5.4% |
| 6M | +41.6% | +13.4% | +28.2% | +30.8% |
| YTD | +23.3% | +14.2% | +9.1% | +13.0% |
| 1Y | +40.3% | +15.7% | +24.6% | +27.0% |
| 3Y | +692.2% | +91.3% | +600.8% | +467.2% |
| All | +2,672.5% | +55.2% | +2,617.3% | +2,110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling