+48.5%
NVDL vs VG
-38.0%
+86.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.2% | -4.5% |
| 7D | +7.3% | -2.5% | +9.8% | +7.9% |
| 30D | -0.7% | +11.1% | -11.8% | -3.7% |
| 3M | +9.5% | +14.9% | -5.4% | +3.4% |
| 6M | +41.6% | +18.4% | +23.3% | +23.2% |
| YTD | +23.3% | +116.6% | -93.3% | -19.6% |
| 1Y | +40.3% | +9.4% | +30.9% | +21.6% |
| All | +48.5% | -38.0% | +86.5% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling