+2,788.3%
NVDL vs STT
+166.5%
+2,621.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.5% |
| 7D | +11.7% | +0.5% | +11.2% | +11.3% |
| 30D | +7.8% | +3.9% | +4.0% | +4.4% |
| 3M | +3.3% | +20.0% | -16.6% | -10.8% |
| 6M | +38.9% | +55.3% | -16.4% | -1.7% |
| YTD | +28.5% | +53.3% | -24.9% | -8.3% |
| 1Y | +40.6% | +74.7% | -34.1% | -9.1% |
| 3Y | +648.7% | +205.8% | +442.9% | +239.9% |
| All | +2,788.3% | +166.5% | +2,621.8% | +1,170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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