+2,490.2%
NVDL vs SCHG
+133.9%
+2,356.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -3.1% |
| 7D | -10.3% | -1.0% | -9.3% | -7.0% |
| 30D | -7.1% | -1.3% | -5.9% | -2.4% |
| 3M | +6.6% | +5.4% | +1.1% | -10.1% |
| 6M | +21.1% | +14.4% | +6.6% | -20.8% |
| YTD | +15.2% | +8.0% | +7.2% | -6.3% |
| 1Y | +18.8% | +12.7% | +6.1% | -14.5% |
| 3Y | +649.9% | +85.6% | +564.3% | +70.0% |
| All | +2,490.2% | +133.9% | +2,356.2% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling