+649.9%
NVDL vs SCHG
+86.3%
+563.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -3.2% |
| 7D | -10.3% | -1.0% | -9.3% | -6.9% |
| 30D | -7.1% | -1.3% | -5.9% | -2.3% |
| 3M | +6.6% | +5.4% | +1.1% | -10.8% |
| 6M | +21.1% | +14.4% | +6.6% | -22.2% |
| YTD | +15.2% | +8.0% | +7.2% | -7.3% |
| 1Y | +18.8% | +12.7% | +6.1% | -16.0% |
| 3Y | +649.9% | +85.6% | +564.3% | +52.4% |
| All | +649.9% | +86.3% | +563.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling