+2,672.5%
NVDL vs XRT
+34.5%
+2,638.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -1.9% |
| 7D | +7.3% | -0.3% | +7.6% | +7.7% |
| 30D | -0.7% | -5.6% | +5.0% | +4.5% |
| 3M | +9.5% | +2.5% | +6.9% | +4.8% |
| 6M | +41.6% | +3.7% | +38.0% | +33.5% |
| YTD | +23.3% | +1.0% | +22.4% | +19.0% |
| 1Y | +40.3% | -1.2% | +41.5% | +37.4% |
| 3Y | +692.2% | +43.4% | +648.8% | +438.6% |
| All | +2,672.5% | +34.5% | +2,638.0% | +1,788.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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