+649.9%
NVDL vs VMC
+18.8%
+631.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.9% |
| 7D | -10.3% | -3.8% | -6.6% | -7.3% |
| 30D | -7.1% | -9.7% | +2.6% | +1.1% |
| 3M | +6.6% | -9.6% | +16.2% | +13.3% |
| 6M | +21.1% | -4.8% | +25.9% | +20.1% |
| YTD | +15.2% | -10.9% | +26.1% | +17.8% |
| 1Y | +18.8% | -15.6% | +34.4% | +29.1% |
| 3Y | +649.9% | +19.3% | +630.6% | +438.6% |
| All | +649.9% | +18.8% | +631.1% | +438.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling