-7.5%
T vs NVDL
+15.4%
-22.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -10.3% | +11.8% | +0.6% |
| 30D | +7.5% | -7.1% | +14.6% | +7.1% |
| 3M | +14.8% | +6.6% | +8.2% | +16.1% |
| 6M | -1.7% | +21.1% | -22.8% | +0.8% |
| YTD | +8.7% | +15.2% | -6.5% | +11.7% |
| 1Y | -7.5% | +18.8% | -26.3% | -5.6% |
| All | -7.5% | +15.4% | -22.9% | -5.6% |
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