+2,622.7%
NVDL vs TPR
+223.3%
+2,399.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.1% |
| 7D | -0.8% | -7.3% | +6.5% | +3.1% |
| 30D | +3.4% | -30.7% | +34.1% | +23.3% |
| 3M | +8.1% | -21.6% | +29.7% | +19.4% |
| 6M | +31.9% | -21.3% | +53.2% | +42.8% |
| YTD | +21.1% | -10.2% | +31.3% | +19.9% |
| 1Y | +34.0% | +9.5% | +24.5% | +15.8% |
| 3Y | +677.9% | +280.8% | +397.2% | +248.9% |
| All | +2,622.7% | +223.3% | +2,399.4% | +1,151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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