+1,266.3%
NVDL vs ROIV
+445.2%
+821.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -24.8% | +1.7% | -26.5% | -25.2% |
| 30D | -48.0% | +17.6% | -65.6% | -50.5% |
| 3M | -51.5% | +9.0% | -60.5% | -53.2% |
| 6M | -54.9% | +35.3% | -90.2% | -59.4% |
| YTD | -39.2% | +82.2% | -121.4% | -49.9% |
| 1Y | -41.1% | +92.3% | -133.4% | -52.3% |
| 3Y | +262.9% | +336.8% | -73.9% | +140.9% |
| All | +1,266.3% | +445.2% | +821.1% | +781.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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