+686.5%
NVDL vs VLTO
+24.3%
+662.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -10.3% | -2.3% | -8.0% | -9.1% |
| 30D | -7.1% | -2.7% | -4.5% | -5.9% |
| 3M | +6.6% | +14.0% | -7.5% | -3.7% |
| 6M | +21.1% | +3.3% | +17.8% | +17.0% |
| YTD | +15.2% | -5.4% | +20.6% | +18.2% |
| 1Y | +18.8% | -13.3% | +32.1% | +30.1% |
| All | +686.5% | +24.3% | +662.2% | +629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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