+2,490.2%
NVDL vs VSH
+55.3%
+2,434.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -4.1% |
| 7D | -10.3% | +4.8% | -15.1% | -13.1% |
| 30D | -7.1% | -0.7% | -6.4% | -6.6% |
| 3M | +6.6% | -43.1% | +49.6% | +47.5% |
| 6M | +21.1% | +91.8% | -70.7% | -36.9% |
| YTD | +15.2% | +131.6% | -116.4% | -49.0% |
| 1Y | +18.8% | +118.1% | -99.3% | -45.4% |
| 3Y | +649.9% | +40.9% | +609.0% | +384.1% |
| All | +2,490.2% | +55.3% | +2,434.8% | +1,372.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling