+2,490.2%
NVDL vs VIVK
-100.0%
+2,590.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -10.3% | -4.4% | -5.9% | -10.3% |
| 30D | -7.1% | -40.8% | +33.7% | -7.3% |
| 3M | +6.6% | -94.1% | +100.7% | +6.4% |
| 6M | +21.1% | -98.2% | +119.3% | +21.3% |
| YTD | +15.2% | -98.0% | +113.2% | +14.9% |
| 1Y | +18.8% | -100.0% | +118.8% | +16.6% |
| 3Y | +649.9% | -100.0% | +749.9% | +603.2% |
| All | +2,490.2% | -100.0% | +2,590.1% | +2,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling