+45.8%
NVDL vs VG
-35.7%
+81.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.7% |
| 7D | -0.8% | +3.8% | -4.6% | -1.8% |
| 30D | +3.4% | +7.2% | -3.8% | +1.4% |
| 3M | +8.1% | +22.8% | -14.7% | +0.3% |
| 6M | +31.9% | +33.2% | -1.3% | +10.3% |
| YTD | +21.1% | +124.8% | -103.7% | -21.8% |
| 1Y | +34.0% | +15.8% | +18.2% | +14.0% |
| All | +45.8% | -35.7% | +81.5% | +73.5% |
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