+651.2%
NVDL vs VSH
+33.8%
+617.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.1% |
| 7D | -8.7% | +3.1% | -11.8% | -10.4% |
| 30D | -1.3% | -5.7% | +4.4% | +2.7% |
| 3M | +11.4% | -42.5% | +53.8% | +51.6% |
| 6M | +22.9% | +82.7% | -59.8% | -33.7% |
| YTD | +15.4% | +118.2% | -102.8% | -46.6% |
| 1Y | +18.8% | +109.7% | -90.9% | -43.9% |
| All | +651.2% | +33.8% | +617.4% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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