+2,672.5%
NVDL vs STZ
-47.4%
+2,720.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -3.3% |
| 7D | +7.3% | -7.4% | +14.7% | +8.2% |
| 30D | -0.7% | -10.9% | +10.2% | +0.5% |
| 3M | +9.5% | -13.4% | +22.9% | +11.1% |
| 6M | +41.6% | -16.2% | +57.8% | +44.0% |
| YTD | +23.3% | -10.4% | +33.8% | +21.7% |
| 1Y | +40.3% | -14.8% | +55.1% | +40.3% |
| 3Y | +692.2% | -50.1% | +742.3% | +830.6% |
| All | +2,672.5% | -47.4% | +2,720.0% | +2,813.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling