+2,622.7%
NVDL vs USFR
+18.4%
+2,604.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.5% |
| 30D | +3.4% | +0.3% | +3.1% | +4.8% |
| 3M | +8.1% | +1.0% | +7.1% | +13.2% |
| 6M | +31.9% | +1.9% | +29.9% | +41.6% |
| YTD | +21.1% | +2.7% | +18.5% | +30.9% |
| 1Y | +34.0% | +4.0% | +30.1% | +49.3% |
| 3Y | +677.9% | +14.0% | +663.9% | +617.5% |
| All | +2,622.7% | +18.4% | +2,604.3% | +1,539.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling