+2,490.2%
NVDL vs URA
+146.0%
+2,344.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +2.7% |
| 7D | -10.3% | -5.5% | -4.8% | -6.0% |
| 30D | -7.1% | -3.7% | -3.4% | -4.3% |
| 3M | +6.6% | -2.9% | +9.5% | +9.3% |
| 6M | +21.1% | -15.2% | +36.3% | +37.2% |
| YTD | +15.2% | +1.9% | +13.3% | +6.6% |
| 1Y | +18.8% | +6.9% | +11.9% | +0.4% |
| 3Y | +649.9% | +99.6% | +550.3% | +270.0% |
| All | +2,490.2% | +146.0% | +2,344.1% | +975.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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