+2,490.2%
NVDL vs W
+135.1%
+2,355.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -10.3% | -0.9% | -9.5% | -10.0% |
| 30D | -7.1% | -4.2% | -2.9% | -5.8% |
| 3M | +6.6% | +26.9% | -20.3% | -6.4% |
| 6M | +21.1% | +31.2% | -10.2% | +4.5% |
| YTD | +15.2% | -1.8% | +17.0% | +9.9% |
| 1Y | +18.8% | +9.3% | +9.5% | +7.0% |
| 3Y | +649.9% | +33.2% | +616.7% | +423.9% |
| All | +2,490.2% | +135.1% | +2,355.1% | +1,269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling