+2,494.8%
NVDL vs STZ
-46.2%
+2,541.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -4.9% |
| 7D | -8.7% | -4.1% | -4.6% | -8.2% |
| 30D | -1.3% | -7.6% | +6.3% | -0.6% |
| 3M | +11.4% | -12.3% | +23.6% | +12.9% |
| 6M | +22.9% | -16.3% | +39.2% | +25.2% |
| YTD | +15.4% | -8.4% | +23.8% | +13.6% |
| 1Y | +18.8% | -10.8% | +29.6% | +17.6% |
| 3Y | +641.4% | -49.0% | +690.4% | +768.5% |
| All | +2,494.8% | -46.2% | +2,541.0% | +2,618.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling