+63.9%
T vs NVDL
+2,480.8%
-2,416.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.7% | +6.3% | +1.4% |
| 7D | -2.4% | -8.7% | +6.2% | -2.8% |
| 30D | +4.3% | -1.3% | +5.6% | +4.4% |
| 3M | +11.6% | +11.4% | +0.2% | +12.5% |
| 6M | -5.6% | +22.9% | -28.5% | -4.0% |
| YTD | +6.6% | +15.4% | -8.9% | +8.3% |
| 1Y | -8.4% | +18.8% | -27.1% | -6.4% |
| 3Y | +107.8% | +641.4% | -533.5% | +132.5% |
| All | +63.9% | +2,480.8% | -2,416.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling