+2,490.2%
NVDL vs STLA
-54.3%
+2,544.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.4% |
| 7D | -10.3% | -2.9% | -7.4% | -8.9% |
| 30D | -7.1% | +0.9% | -8.1% | -7.9% |
| 3M | +6.6% | -21.6% | +28.2% | +20.0% |
| 6M | +21.1% | -21.6% | +42.7% | +37.5% |
| YTD | +15.2% | -50.4% | +65.6% | +58.9% |
| 1Y | +18.8% | -43.6% | +62.4% | +46.6% |
| 3Y | +649.9% | -66.4% | +716.3% | +1,083.9% |
| All | +2,490.2% | -54.3% | +2,544.4% | +2,431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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