+2,494.8%
NVDL vs Z
-16.8%
+2,511.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.6% |
| 7D | -8.7% | -11.6% | +2.9% | -4.0% |
| 30D | -1.3% | -8.5% | +7.2% | +1.7% |
| 3M | +11.4% | -7.9% | +19.3% | +12.7% |
| 6M | +22.9% | -29.1% | +52.0% | +39.1% |
| YTD | +15.4% | -54.2% | +69.6% | +57.9% |
| 1Y | +18.8% | -63.5% | +82.3% | +77.9% |
| 3Y | +641.4% | -38.6% | +680.0% | +741.3% |
| All | +2,494.8% | -16.8% | +2,511.5% | +2,150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling