+2,490.2%
NVDL vs TAP
-17.5%
+2,507.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.1% |
| 7D | -10.3% | -3.9% | -6.4% | -11.3% |
| 30D | -7.1% | -5.3% | -1.9% | -8.3% |
| 3M | +6.6% | -3.8% | +10.4% | +6.2% |
| 6M | +21.1% | -11.4% | +32.4% | +19.0% |
| YTD | +15.2% | -13.7% | +29.0% | +13.0% |
| 1Y | +18.8% | -17.2% | +36.0% | +16.5% |
| 3Y | +649.9% | -33.1% | +683.0% | +651.2% |
| All | +2,490.2% | -17.5% | +2,507.7% | +2,460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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