+20.0%
SPY vs NVDL
+42.2%
-22.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +0.1% | +11.7% | -11.6% | -1.1% |
| 30D | +0.1% | +7.8% | -7.8% | -1.1% |
| 3M | +2.0% | +3.3% | -1.3% | +0.7% |
| 6M | +13.0% | +38.9% | -25.9% | +6.7% |
| YTD | +13.5% | +28.5% | -14.9% | +7.5% |
| 1Y | +20.0% | +40.6% | -20.6% | +13.1% |
| All | +20.0% | +42.2% | -22.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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