+651.2%
NVDL vs VFC
-28.4%
+679.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.4% |
| 7D | -8.7% | -3.3% | -5.4% | -8.0% |
| 30D | -1.3% | -14.0% | +12.7% | +1.8% |
| 3M | +11.4% | -22.6% | +33.9% | +17.2% |
| 6M | +22.9% | -24.7% | +47.6% | +29.8% |
| YTD | +15.4% | -29.0% | +44.4% | +22.8% |
| 1Y | +18.8% | -13.8% | +32.5% | +19.4% |
| All | +651.2% | -28.4% | +679.6% | +652.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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