+2,490.2%
NVDL vs Z
-13.4%
+2,503.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.8% |
| 7D | -10.3% | -6.0% | -4.3% | -8.0% |
| 30D | -7.1% | -2.3% | -4.8% | -6.8% |
| 3M | +6.6% | -0.6% | +7.2% | +4.5% |
| 6M | +21.1% | -27.6% | +48.7% | +35.9% |
| YTD | +15.2% | -52.4% | +67.6% | +55.0% |
| 1Y | +18.8% | -63.6% | +82.4% | +79.1% |
| 3Y | +649.9% | -36.4% | +686.3% | +738.7% |
| All | +2,490.2% | -13.4% | +2,503.6% | +2,109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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