+106.1%
T vs NVDL
+626.5%
-520.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +1.4% |
| 7D | -2.4% | -8.7% | +6.2% | -2.9% |
| 30D | +4.3% | -1.3% | +5.6% | +4.4% |
| 3M | +11.6% | +11.4% | +0.2% | +12.6% |
| 6M | -5.6% | +22.9% | -28.5% | -3.9% |
| YTD | +6.6% | +15.4% | -8.9% | +8.4% |
| 1Y | -8.4% | +18.8% | -27.1% | -6.3% |
| All | +106.1% | +626.5% | -520.3% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling