+262.9%
NVDL vs VT
+74.0%
+188.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -2.9% |
| 7D | -24.8% | +2.4% | -27.2% | -32.0% |
| 30D | -48.0% | -1.5% | -46.5% | -44.5% |
| 3M | -51.5% | -4.1% | -47.4% | -41.9% |
| 6M | -54.9% | +0.6% | -55.5% | -53.9% |
| YTD | -39.2% | +11.0% | -50.3% | -58.1% |
| 1Y | -41.1% | +13.3% | -54.5% | -62.7% |
| 3Y | +262.9% | +73.4% | +189.5% | -29.2% |
| All | +262.9% | +74.0% | +188.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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