-9.1%
T vs NVDL
+42.2%
-51.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -1.8% |
| 7D | -1.3% | +11.7% | -12.9% | -0.4% |
| 30D | +11.4% | +7.8% | +3.5% | +12.3% |
| 3M | +14.3% | +3.3% | +11.0% | +15.6% |
| 6M | -9.3% | +38.9% | -48.2% | -5.9% |
| YTD | +7.1% | +28.5% | -21.4% | +11.0% |
| 1Y | -9.1% | +40.6% | -49.7% | -5.7% |
| All | -9.1% | +42.2% | -51.3% | -5.7% |
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