+2,494.8%
NVDL vs WY
-24.4%
+2,519.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -4.2% |
| 7D | -8.7% | -3.7% | -5.0% | -8.0% |
| 30D | -1.3% | -11.3% | +10.0% | +0.9% |
| 3M | +11.4% | -8.1% | +19.5% | +12.8% |
| 6M | +22.9% | -7.4% | +30.3% | +24.1% |
| YTD | +15.4% | -4.7% | +20.1% | +15.1% |
| 1Y | +18.8% | -9.2% | +27.9% | +20.3% |
| 3Y | +641.4% | -24.7% | +666.1% | +669.1% |
| All | +2,494.8% | -24.4% | +2,519.2% | +2,605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 all: compounded portfolio wealth divided by compounded WY 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…
all analysis · Full analysis span regression · 6 months rolling