+2,490.2%
NVDL vs STRL
+1,479.7%
+1,010.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -2.9% |
| 7D | -10.3% | +5.0% | -15.4% | -12.7% |
| 30D | -7.1% | -6.9% | -0.2% | -4.0% |
| 3M | +6.6% | -39.1% | +45.6% | +32.7% |
| 6M | +21.1% | +21.5% | -0.4% | -13.4% |
| YTD | +15.2% | +66.9% | -51.7% | -34.9% |
| 1Y | +18.8% | +61.6% | -42.8% | -33.6% |
| 3Y | +649.9% | +560.0% | +89.9% | +104.0% |
| All | +2,490.2% | +1,479.7% | +1,010.4% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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