+1,323.1%
NVDL vs USB
+62.9%
+1,260.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.8% |
| 7D | -17.5% | +1.2% | -18.7% | -18.0% |
| 30D | -49.2% | +6.3% | -55.5% | -50.7% |
| 3M | -49.0% | -6.1% | -42.8% | -47.5% |
| 6M | -50.9% | +13.0% | -63.9% | -54.2% |
| YTD | -36.7% | +16.6% | -53.3% | -42.1% |
| 1Y | -43.0% | +31.1% | -74.1% | -51.0% |
| 3Y | +281.1% | +100.9% | +180.2% | +177.6% |
| All | +1,323.1% | +62.9% | +1,260.1% | +1,002.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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