+2,490.2%
NVDL vs STZ
-46.8%
+2,537.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -10.3% | -4.5% | -5.9% | -9.8% |
| 30D | -7.1% | -8.6% | +1.5% | -6.3% |
| 3M | +6.6% | -13.8% | +20.3% | +8.3% |
| 6M | +21.1% | -17.2% | +38.2% | +23.5% |
| YTD | +15.2% | -9.4% | +24.6% | +13.5% |
| 1Y | +18.8% | -11.9% | +30.6% | +17.8% |
| 3Y | +649.9% | -49.6% | +699.5% | +780.5% |
| All | +2,490.2% | -46.8% | +2,537.0% | +2,617.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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