-32.5%
NVDL vs TRU
+4.5%
-37.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | +0.9% | -19.5% | -18.5% |
| 7D | -28.8% | +9.8% | -38.6% | -28.1% |
| 30D | -44.0% | +30.7% | -74.7% | -43.2% |
| 3M | -35.6% | +3.8% | -39.5% | -34.8% |
| 6M | -25.3% | +21.9% | -47.2% | -25.7% |
| YTD | -23.3% | -2.8% | -20.5% | -24.2% |
| 1Y | -32.5% | +4.8% | -37.3% | -31.1% |
| All | -32.5% | +4.5% | -37.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling