+649.9%
NVDL vs UL
+20.7%
+629.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | +0.2% |
| 7D | -10.3% | -3.4% | -6.9% | -12.2% |
| 30D | -7.1% | +0.5% | -7.6% | -6.7% |
| 3M | +6.6% | +7.2% | -0.7% | +11.9% |
| 6M | +21.1% | -3.1% | +24.1% | +20.8% |
| YTD | +15.2% | -2.7% | +17.9% | +15.8% |
| 1Y | +18.8% | -10.2% | +29.0% | +15.7% |
| 3Y | +649.9% | +20.3% | +629.6% | +617.3% |
| All | +649.9% | +20.7% | +629.2% | +617.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling