-32.5%
NVDL vs VIVK
-100.0%
+67.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -23.3% | +4.7% | -18.2% |
| 7D | -28.8% | -75.3% | +46.5% | -28.0% |
| 30D | -44.0% | -92.3% | +48.3% | -43.1% |
| 3M | -35.6% | -98.3% | +62.7% | -34.7% |
| 6M | -25.3% | -99.9% | +74.6% | -22.7% |
| YTD | -23.3% | -99.9% | +76.6% | -22.6% |
| 1Y | -32.5% | -100.0% | +67.5% | -20.6% |
| All | -32.5% | -100.0% | +67.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling