-20.9%
NVDL vs VG
-49.4%
+28.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.7% | -12.6% | -11.3% |
| 7D | -34.5% | -7.7% | -26.8% | -33.1% |
| 30D | -47.7% | -8.8% | -38.9% | -46.7% |
| 3M | -43.9% | -15.6% | -28.3% | -42.1% |
| 6M | -46.4% | +5.2% | -51.6% | -49.3% |
| YTD | -34.3% | +76.9% | -111.2% | -55.3% |
| 1Y | -44.0% | +42.5% | -86.5% | -58.4% |
| All | -20.9% | -49.4% | +28.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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