-20.1%
NVDL vs VMC
+3.7%
-23.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -6.7% |
| 7D | -14.0% | +12.3% | -26.4% | -15.8% |
| 30D | -31.2% | +21.2% | -52.4% | -33.8% |
| 3M | -15.5% | +4.6% | -20.1% | -16.0% |
| 6M | -10.3% | +3.9% | -14.1% | -11.7% |
| YTD | -5.8% | +5.0% | -10.8% | -14.6% |
| 1Y | -20.1% | +2.6% | -22.7% | -25.9% |
| All | -20.1% | +3.7% | -23.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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