+2,622.7%
NVDL vs Z
-14.4%
+2,637.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -0.8% | -7.1% | +6.2% | +2.2% |
| 30D | +3.4% | -4.8% | +8.2% | +4.8% |
| 3M | +8.1% | -9.3% | +17.5% | +10.4% |
| 6M | +31.9% | -29.0% | +60.8% | +49.2% |
| YTD | +21.1% | -52.9% | +74.0% | +63.7% |
| 1Y | +34.0% | -63.1% | +97.2% | +100.2% |
| 3Y | +677.9% | -36.9% | +714.8% | +772.4% |
| All | +2,622.7% | -14.4% | +2,637.1% | +2,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling