+2,490.2%
NVDL vs USFR
+18.5%
+2,471.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | +0.2% |
| 7D | -10.3% | +0.1% | -10.5% | -9.7% |
| 30D | -7.1% | +0.4% | -7.5% | -5.5% |
| 3M | +6.6% | +1.0% | +5.5% | +12.0% |
| 6M | +21.1% | +2.0% | +19.1% | +30.5% |
| YTD | +15.2% | +2.8% | +12.5% | +25.2% |
| 1Y | +18.8% | +4.1% | +14.7% | +33.0% |
| 3Y | +649.9% | +14.1% | +635.8% | +595.0% |
| All | +2,490.2% | +18.5% | +2,471.6% | +1,467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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