+18.8%
NVDL vs Z
-62.2%
+81.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.4% |
| 7D | -10.3% | -6.0% | -4.3% | -10.0% |
| 30D | -7.1% | -2.3% | -4.8% | -7.0% |
| 3M | +6.6% | -0.6% | +7.2% | +6.8% |
| 6M | +21.1% | -27.6% | +48.7% | +24.3% |
| YTD | +15.2% | -52.4% | +67.6% | +13.8% |
| 1Y | +18.8% | -63.6% | +82.4% | +4.6% |
| All | +18.8% | -62.2% | +81.0% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling